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Journal of empirical finance
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On the properties of the constrained Hansen-Jagannathan distance
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of empirical finance
36
(
2016
),
pp. 121-150
Persistent link: https://www.econbiz.de/10011662813
Saved in:
2
What do the Fama-French factors add to C-CAPM?
Pongrapeeporn Abhakorn
;
Smith, Peter N.
;
Wickens, Michael R.
- In:
Journal of empirical finance
22
(
2013
),
pp. 113-127
Persistent link: https://www.econbiz.de/10009768417
Saved in:
3
No-arbitrage
implied volatility functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
4
How arbitrage-free is the Nelson-Siegel model?
Coroneo, Laura
;
Nyholm, Ken
;
Vidova-Koleva, Rositsa
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 393-407
Persistent link: https://www.econbiz.de/10009302103
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