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A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models
Meligkotsidou, Loukia
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153105
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Pricing American options under stochastic volatility : a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias
(
contributor
);
Wang, Shi-jun
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455
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Detection of structural breaks in linear dynamic panel data models
Wachter, Stefan de
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920683
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Is the currency risk priced in equity markets?
Giurda, Francesco
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contributor
);
Tzavalis, Elias
(
contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
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