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1
Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique
;
Fiorentini, Gabriele
-
2018
Persistent link: https://www.econbiz.de/10011916573
Saved in:
2
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011884227
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3
Direct estimation of the risk neutral factor dynamics of affine term structure models
Bams, Dennis
-
1998
Persistent link: https://www.econbiz.de/10013422670
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4
Re-evaluating Swedish membership in EMU : evidence from an estimated model
Söderström, Ulf
-
2008
Persistent link: https://www.econbiz.de/10003793648
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5
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10003945578
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6
Bank credit tightening, debt market frictions and corporate yield spread
Massa, Massimo
;
Zhang, Lei
-
2015
Persistent link: https://www.econbiz.de/10010533079
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7
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
8
Macroeconomics and
volatility
: data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008807851
Saved in:
9
Factor analysis with large panels
volatility
proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
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10
Fear of floating and pegging : a simultaneous choice model of de jure and facto exchange rate regimes
Hagen, Jürgen von
;
Zhou, Jizhong
-
2008
Persistent link: https://www.econbiz.de/10003774017
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