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~isPartOf:"Economics letters"
~isPartOf:"Global COE Hi-Stat Discussion Paper Series"
~person:"Karlsson, Sune"
~person:"Mertens, Elmar"
~person:"Todorov, Viktor"
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Karlsson, Sune
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The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
186
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
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2
Parametric Inference and Dynamic State Recovery from Option Panels
Andersen, Torben G.
;
Fusari, Nicola
;
Todorov, Viktor
-
Institute of Economic Research, Hitotsubashi University
-
2012
&P 500 index options we extend the popular double-jump
stochastic
volatility
model to allow for time-varying risk premia of …
Persistent link: https://www.econbiz.de/10010614050
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