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Stochastic process
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Park, Joon Y.
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Sentana, Enrique
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Asai, Manabu
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Chang, Chia-Lin
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4
Renault, Eric
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Shephard, Neil G.
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Andersen, Torben
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Journal of econometrics
European journal of operational research : EJOR
1,036
NBER working paper series
777
Working paper / National Bureau of Economic Research, Inc.
707
Journal of banking & finance
690
Insurance / Mathematics & economics
587
NBER Working Paper
584
Finance research letters
565
International journal of theoretical and applied finance
548
SpringerLink / Bücher
470
Journal of economic dynamics & control
408
Finance and stochastics
401
Discussion paper / Centre for Economic Policy Research
377
Quantitative finance
351
International review of financial analysis
342
Journal of financial economics
338
Mathematical finance : an international journal of mathematics, statistics and financial theory
317
Management science : journal of the Institute for Operations Research and the Management Sciences
312
Applied economics
310
The journal of finance : the journal of the American Finance Association
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Economics letters
301
Risks : open access journal
293
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288
Discussion paper / Tinbergen Institute
286
The review of financial studies
286
Research paper series / Swiss Finance Institute
285
Economic modelling
276
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264
The journal of asset management
260
Europäische Hochschulschriften / 5
253
Journal of empirical finance
249
Energy economics
243
Computational economics
239
The European journal of finance
238
Operations research
235
Computers & operations research : and their applications to problems of world concern ; an international journal
228
International review of economics & finance : IREF
228
Operations research letters
224
The North American journal of economics and finance : a journal of financial economics studies
216
CESifo working papers
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ECONIS (ZBW)
298
USB Cologne (EcoSocSci)
10
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1
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
2
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
3
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
4
Annals of econometrics: Finite sample and asymptotic methods in econometrics
Smith, Richard J.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001714573
Saved in:
5
Marketing and econometrics
Wansbeek, Tom
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001256154
Saved in:
6
Studies in estimation and testing
Hsiao, Cheng
(
contributor
);
Perrigne, Isabelle
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001585151
Saved in:
7
Analysis of data on health : [1]
In:
Journal of econometrics
77,1 : Annals of econometrics
(
1997
)
Persistent link: https://www.econbiz.de/10004314834
Saved in:
8
Duration, transition and count data models
Gouriéroux, Christian
(
contributor
); …
- In:
Journal of econometrics
79,2 : Annals of econometrics
(
1997
)
Persistent link: https://www.econbiz.de/10004320918
Saved in:
9
Marketing and econometrics
Wansbeek, Tom
(
contributor
)
- In:
Journal of econometrics
89 : Annals of econometrics
(
1999
)
Persistent link: https://www.econbiz.de/10004557263
Saved in:
10
Cointegration and dynamics in economics : [... papers from the Fourth (EC)2 Meeting held in Oxford in December 1993]
Hendry, David F.
(
contributor
);
Vahid, Farshid
(
contributor
)
- In:
Journal of econometrics
80,2 : Annals of econometrics
(
1997
)
Persistent link: https://www.econbiz.de/10004325303
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