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~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper"
~person:"Thornton, Michael A."
~subject:"ARMA model"
~subject:"Exchange rate policy"
~subject:"Schätzung"
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The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
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