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~institution:"Queen Mary College / Department of Economics"
~isPartOf:"Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Discussion paper series / Research Institute for Economics and Business Administration, Kobe University"
~isPartOf:"Economica"
~isPartOf:"Games and economic behavior"
~isPartOf:"Journal of economics & business"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper / Foerder Institute for Economic Research"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~isPartOf:"Working paper"
~isPartOf:"Working papers in economics"
~source:"econis"
~subject:"Stochastic process"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
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Journal of economics & business
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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2
Modelling the yield curve : a two components approach
Hatgioannides, John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002229537
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3
Pricing American options under stochastic volatility : a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias
(
contributor
);
Wang, Shi-jun
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455
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4
Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps
Chourdakis, Kyriakos
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866950
Saved in:
5
A note on covariance stationarity conditions for dynamic random coefficient models
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867230
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