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~person:"Herzberg, Frederik"
~person:"Park, Joon Y."
~subject:"Theorie"
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Search: subject:"Continuous Time"
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Stochastischer Prozess
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Herzberg, Frederik
Park, Joon Y.
Nuño, Galo
7
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7
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6
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4
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4
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4
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4
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3
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3
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2
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Testing for stationarity at high frequency
Jiang, Bibo
;
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 341-374
Persistent link: https://www.econbiz.de/10012439463
Saved in:
2
Existence of financial equilibria in
continuous
time
with potentially complete markets
Riedel, Frank
;
Herzberg, Frederik
-
2010
We prove that in smooth Markovian
continuous-time
economies with potentially complete asset markets, Radner equilibria …
Persistent link: https://www.econbiz.de/10010285419
Saved in:
3
Does ambiguity matter? : estimating asset pricing models with a multiple-priors recursive utility
Jeong, Daehee
;
Kim, Hwagyun
;
Park, Joon Y.
- In:
Journal of financial economics
115
(
2015
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10011347485
Saved in:
4
Existence of financial equilibria in
continuous
time
with potentially complete markets
Riedel, Frank
;
Herzberg, Frederik
- In:
Journal of mathematical economics
49
(
2013
)
5
,
pp. 398-404
Persistent link: https://www.econbiz.de/10010190170
Saved in:
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