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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Instituto Valenciano de Investigaciones Económicas"
~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"University of Exeter / Department of Economics"
~source:"econis"
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Centre for Analytical Finance <Århus>
Instituto Valenciano de Investigaciones Económicas
Universitat Pompeu Fabra / Departament d'Economia i Empresa
University of Exeter / Department of Economics
National Bureau of Economic Research
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
111
Discussion papers in economics
109
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
80
Working papers / Instituto Valenciano de Investigaciones Económicas
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ECONIS (ZBW)
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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2
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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3
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
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4
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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5
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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6
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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7
Backpropagation neural network versus translog model in stochastic frontiers : a Monte Carlo comparison
Guermat, Cherif
;
Hadri, Kaddour
-
1999
Persistent link: https://www.econbiz.de/10001398347
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8
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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9
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
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10
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice
(
contributor
); …
-
2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
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