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Multiperiod corporate default...
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Journal of econometrics
Journal of banking & finance
13
European journal of operational research : EJOR
12
The journal of futures markets
12
Journal of economic dynamics & control
9
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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Journal of Banking & Finance
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Journal of empirical finance
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Mathematics of operations research
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European Journal of Operational Research
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Journal of Economic Dynamics and Control
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Journal of Futures Markets
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Industrial marketing management : the international journal for industrial and high-tech firms
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Frontiers of business research in China : selected publications from Chinese universities
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Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
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Insurance / Mathematics & economics
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International journal of contemporary hospitality management
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International review of financial analysis
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Journal of Econometrics
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Multiperiod corporate default prediction : a forward intensity approach
Duan, Jin-Chuan
;
Sun, Jie
;
Wang, Tao
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 191-209
Persistent link: https://www.econbiz.de/10009673113
Saved in:
2
Augmented GARCH (p,q) process and its diffusion limit
Duan, Jin-Chuan
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10001220068
Saved in:
3
Local-momentum autoregression and the modeling of interest rate term structure
Duan, Jin-Chuan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 349-359
Persistent link: https://www.econbiz.de/10011705201
Saved in:
4
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan
;
Fulop, Andras
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 288-296
Persistent link: https://www.econbiz.de/10003858905
Saved in:
5
Augmented GARCH(p, q) process and its diffusion limit
Duan, Jin-Chuan
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 97-128
Persistent link: https://www.econbiz.de/10006792629
Saved in:
6
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan
;
Fulop, Andras
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 288-296
Persistent link: https://www.econbiz.de/10008253320
Saved in:
7
Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan
;
Fulop, Andras
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 288-297
Persistent link: https://www.econbiz.de/10008890752
Saved in:
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