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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The economist
81,930
Wirtschaftswoche : Pflichtblatt der Wertpapierbörse in Frankfurt und Düsseldorf
53,107
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Deutsches Steuerrecht : DStR ; Wochenschrift & umfassende Datenbank für Steuerberater ; Steuerrecht, Wirtschaftsrecht, Betriebswirtschaft, Beruf ; Organ der Bundessteuerberaterkammer
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ECONIS (ZBW)
370
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361
Itô conditional moment generator and the estimation of short-rate processes
Zhou, Hao
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
2
,
pp. 250-271
Persistent link: https://www.econbiz.de/10002214107
Saved in:
362
Kernel-based indirect inference
Billio, Monica
;
Monfort, Alain
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 297-326
Persistent link: https://www.econbiz.de/10002214119
Saved in:
363
The local whittle estimator of long-memory stochastic volatility
Hurvich, Clifford M.
;
Ray, Bonnie K.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 445-470
Persistent link: https://www.econbiz.de/10002214172
Saved in:
364
Modeling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 96-125
Persistent link: https://www.econbiz.de/10002220969
Saved in:
365
A pricing and hedging comparison of parametric and nonparametric approaches for American index options
Daglish, Toby
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 327-364
Persistent link: https://www.econbiz.de/10002214153
Saved in:
366
Properties of the sample autocorrelations of nonlinear transformations in long-memory stochastic volatility models
Pérez, Ana
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
3
,
pp. 420-444
Persistent link: https://www.econbiz.de/10002214167
Saved in:
367
The robustness of the conditional CAPM with human capital
Palacios-Huerta, Ignacio
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
2
,
pp. 272-289
Persistent link: https://www.econbiz.de/10002214112
Saved in:
368
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
369
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10002214089
Saved in:
370
Using multiple imputation in the analysis of incomplete observations in finance
Kofman, Paul
;
Sharpe, Ian G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
2
,
pp. 216-249
Persistent link: https://www.econbiz.de/10002214100
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