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Dijk, Herman K. van
47
Ravazzolo, Francesco
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Härdle, Wolfgang
39
Račev, Svetlozar T.
38
McAleer, Michael
33
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33
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31
Casarin, Roberto
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Mitchell, James
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Paolella, Marc S.
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Hoogerheide, Lennart
28
Nadarajah, Saralees
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Phillips, Peter C. B.
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Hoogerheide, Lennart F.
26
Landsman, Zinoviy
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Bottazzi, Giulio
24
Linton, Oliver
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Ardia, David
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Griffiths, William E.
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Kotz, Samuel
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Swanson, Norman R.
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Fischer, Matthias
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Dijk, Dick van
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Furman, Edward
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Grassi, Stefano
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Kim, Young Shin
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Lux, Thomas
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Madan, Dilip B.
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Segers, Johan
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Wu, Ximing
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195
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Discussion paper / Tinbergen Institute
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Economics letters
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Scandinavian actuarial journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of the American Statistical Association : JASA
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Statistics in transition : an international journal of the Polish Statistical Association
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The European journal of finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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31
Kernel estimators of integrated squared density derivatives in non-smooth cases
Es, A. J. van
;
Hoogstrate, André J.
-
1993
Persistent link: https://www.econbiz.de/10000874692
Saved in:
32
Extreme values of tail probabilities
De Schepper, Ann
;
Heijnen, Bart
-
1991
Persistent link: https://www.econbiz.de/10000880750
Saved in:
33
Evaluation of subjective probability distributions in the HRS
Hurd, Michael D.
;
McGarry, Kathleen
-
1993
Persistent link: https://www.econbiz.de/10000885527
Saved in:
34
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
35
Density weighted linear least squares
Newey, Whitney K.
;
Ruud, Paul Arthur
-
1994
Persistent link: https://www.econbiz.de/10000939572
Saved in:
36
Probability distributions for dichotomous choice contingent valuation
Kerr, Geoffrey Neville
-
1996
Persistent link: https://www.econbiz.de/10000942482
Saved in:
37
A comparison of saddlepoint approximations for marginal distributions
Ronchetti, Elvezio
-
1996
Persistent link: https://www.econbiz.de/10000944436
Saved in:
38
Estimation of risk-neutral and statistial densities by hermite polynomial approximation : with an application to Eurodollar futures options
Abken, Peter A.
;
Madan, Dilip B.
;
Ramamurtie, …
-
1996
Persistent link: https://www.econbiz.de/10000946463
Saved in:
39
On the existence of extremal stationary distribution of Markov processes
Heikkilä, Seppo
;
Salonen, Hannu
-
1996
Persistent link: https://www.econbiz.de/10000946771
Saved in:
40
Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan
;
Kurz-Kim, Jeong-Ryeol
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955839
Saved in:
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