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Does the stochastic specification matter?
Mari, Konstantina
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2017
Persistent link: https://www.econbiz.de/10011670182
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Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.
;
Chambers, Marcus J.
-
2016
Persistent link: https://www.econbiz.de/10011538144
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3
A theory of non-exclusive real options with first-mover advantages
Thijssen, Jacco J. J.
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contributor
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2007
Persistent link: https://www.econbiz.de/10003481710
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Stochastic volatility in a macro-finance model of the US term structure of interest rates 1961 - 2004
Spencer, Peter D.
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contributor
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2007
Persistent link: https://www.econbiz.de/10003583510
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5
Extended-Gaussian term structure models and credit risk applications
Realdon, Marco
(
contributor
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2007
Persistent link: https://www.econbiz.de/10003564807
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6
An extended structural credit risk model
Realdon, Marco
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003564820
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7
Equity valuation under stochastic rates
Realdon, Marco
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003335020
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8
Sequential bargaining in a stochastic environment
Breccia, Adriana
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003313110
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9
A large poisson currency crises game : towards a theory of both the onset and the swiftness of currency attacks
Makrēs, Miltiadēs
-
2000
Persistent link: https://www.econbiz.de/10001542544
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10
Edgeworth expansions in Gaussian autoregression
Marsh, Patrick
-
2000
Persistent link: https://www.econbiz.de/10001541342
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