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~isPartOf:"DNB working paper"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~language:"eng"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Patton, Andrew J."
~person:"Schönbucher, Philipp J."
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~subject:"Zustandsraummodell"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Gautier, Pieter
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Patton, Andrew J.
Schönbucher, Philipp J.
Timmermann, Allan
4
Bikker, Jacob A.
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Chen Zhou
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Oordt, Maarten R. C. van
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Pick, Andreas
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Agur, Itai
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End, Jan-Willem van den
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ECONIS (ZBW)
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1
Term structure modelling of defaultable bonds
Schönbucher, Philipp J.
-
1997
Persistent link: https://www.econbiz.de/10000967593
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2
Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan
;
Lai, Hung-neng
-
1999
Persistent link: https://www.econbiz.de/10001415847
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3
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J.
-
2004
Persistent link: https://www.econbiz.de/10002815328
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4
A non-Gaussian panel time series model for estimatingand decomposing default risk
Koopman, Siem Jan
;
Lucas, André
;
Daniels, Robert J.
-
2005
Persistent link: https://www.econbiz.de/10003321902
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