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The Markov-Switching Multi-Fra...
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An Asymptotics of Stationary and Nonstationary AR(1) Processes with Multiple Structural Breaks in Mean
Hwang, Soosung
;
Chu, Ba
-
Financial Econometrics Research Centre, Warwick …
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2006
Persistent link: https://www.econbiz.de/10004981152
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702
Employee Stock Options: Much More Valuable Than You Thought
Jackwerth, Jens Carsten
;
Hodder, James
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Financial Econometrics Research Centre, Warwick …
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2005
Persistent link: https://www.econbiz.de/10004981153
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703
Copula Based Monte Carlo Integration in Financial Problems
Sancetta, Alessio
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Financial Econometrics Research Centre, Warwick …
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2004
Persistent link: https://www.econbiz.de/10004981154
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704
Optimal Long Term Investment in a Jump Diffusion Setting: A Large Deviation Approach
Chu, Ba
-
Financial Econometrics Research Centre, Warwick …
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2006
Persistent link: https://www.econbiz.de/10004981155
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705
A Panel-Based Investigation into the Relationship Between Stock Prices and Dividends
Power, David
;
Marsh, Ian
-
Financial Econometrics Research Centre, Warwick …
-
1999
Persistent link: https://www.econbiz.de/10004981156
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706
Firms' Investment under Financial Constraints: A Euro Area Investigation
Pal, Rozalia
;
Kozhan, Roman
-
Financial Econometrics Research Centre, Warwick …
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2008
Persistent link: https://www.econbiz.de/10004981157
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707
Spurious Regressions of Stable AR(p) Processes with Structural Breaks
Chu, Ba
;
Kozhan, Roman
-
Financial Econometrics Research Centre, Warwick …
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2009
Persistent link: https://www.econbiz.de/10008513055
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