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SEMIFAR models : a semiparamet...
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1
SEMIFAR models with applications to commodities, exchange rates and the volatility of stock market indices
Beran, Jan
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10004053154
Saved in:
2
ARCH models and financial applications
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10011519880
Saved in:
3
Applications of artificial intelligence in finance and economics
Binner, Jane M.
(
ed.
);
Kendall, Graham
(
ed.
); …
-
2004
-
1. ed
Persistent link: https://www.econbiz.de/10002346905
Saved in:
4
Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions
Hautsch, Nikolaus
-
1999
Persistent link: https://www.econbiz.de/10004570150
Saved in:
5
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10004053150
Saved in:
6
Semiparametric modeling of implied volatility
Fengler, Matthias R.
-
2005
Persistent link: https://www.econbiz.de/10004872873
Saved in:
7
Time varying comovement across international equity markets
Wegmann, Patrick
-
2001
Persistent link: https://www.econbiz.de/10004680869
Saved in:
8
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
-
1993
Persistent link: https://www.econbiz.de/10000875390
Saved in:
9
Rational expectations and econometric practice
Lucas jr., Robert E.
(
contributor
); …
-
1981
Persistent link: https://www.econbiz.de/10000636278
Saved in:
10
Financial modeling under non-Gaussian distributions
Jondeau, Eric
;
Poon, Ser-Huang
;
Rockinger, Michael
-
2007
Persistent link: https://www.econbiz.de/10003284155
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