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~subject:"Finanzmarkt"
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Finanzmarkt
Theorie
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129
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80
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Maximum likelihood estimation
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25
USA
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24
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24
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23
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Shephard, Neil G.
16
Sentana, Enrique
13
Barndorff-Nielsen, Ole E.
11
Peñaranda, Francisco
4
Andersen, Torben
3
Graversen, Svend Erik
3
Jacod, Jean
3
Pollard, David G.
3
Mencía, Javier
2
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1
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ECONIS (ZBW)
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Factor representing portfolios in large asset markets
Sentana, Enrique
-
2000
Persistent link: https://www.econbiz.de/10001482847
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2
Factor representing portfolios in large asset markets
Sentana, Enrique
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 257-289
Persistent link: https://www.econbiz.de/10001956189
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3
Volatility, diversification and contagion
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879525
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4
Volatility, diversification and contagion
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011900148
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5
An index of co-movements in financial time series
Sentana, Enrique
;
Shah, Mushtaq
-
1994
Persistent link: https://www.econbiz.de/10000893176
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6
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914404
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7
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008663535
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8
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008656170
Saved in:
9
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10003945578
Saved in:
10
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
- In:
The review of economics and statistics
97
(
2015
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011333153
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