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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~subject:"Option pricing theory"
~subject:"Statistical distribution"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Option pricing theory
Statistical distribution
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Estimation
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Dynamic connectedness
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Equation-by-equation estimator
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Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Dai, Min
5
Branger, Nicole
3
Broadie, Mark
3
Chang, Chien-hung
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Fabozzi, Frank J.
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Glasserman, Paul
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Kort, Peter M.
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Leisen, Dietmar
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Lin, Yueh-neng
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Zenios, Stauros Andrea
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Chen, Wen-ting
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Journal of economic dynamics & control
Cowles Foundation discussion paper
48
SFB 649 discussion paper
34
Journal of econometrics
18
Econometric theory
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Discussion papers of interdisciplinary research project 373
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric reviews
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The econometrics journal
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Applied quantitative finance
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CORE discussion paper : DP
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IRTG 1792 discussion paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The review of financial studies
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Journal of Financial Studies : open access journal
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Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
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Oxford bulletin of economics and statistics
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Practical issues in cointegration analysis
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
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