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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
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14
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Cowles Foundation discussion paper
Decisions in economics and finance : DEF ; a journal of applied mathematics
Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
International journal of theoretical and applied finance
41
Journal of econometrics
38
Research paper series / Swiss Finance Institute
24
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19
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CREATES research paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
14
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1
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
2
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
3
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
-
2013
Persistent link: https://www.econbiz.de/10010190227
Saved in:
4
Financial economics without probalistic prior assumptions
Riedel, Frank
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10010513461
Saved in:
5
Cointegrating rank selection in models with time-varying variance
Cheng, Xu
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795694
Saved in:
6
Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003461394
Saved in:
7
Sign tests for dependent observations and bounds for path-dependent options
Ibragimov, Rustam
;
Brown, Donald J.
-
2005
Persistent link: https://www.econbiz.de/10002936957
Saved in:
8
Regression asymptotics using martingale convergence methods
Ibragimov, Rustam
;
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148144
Saved in:
9
A closed-form solution for the continuous-time consumption model with endogenous labor income
Zhang, Aihua
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
2
,
pp. 149-167
Persistent link: https://www.econbiz.de/10008668126
Saved in:
10
A symptotic theory or multivariate GARCH processes
Comte, Fabienne
;
Lieberman, Offer
-
2001
Persistent link: https://www.econbiz.de/10001637163
Saved in:
11
Characterisation of optimal dual measures via distortion
Monoyios, Michael
- In:
Decisions in economics and finance : DEF ; a journal of …
29
(
2006
)
2
,
pp. 95-119
Persistent link: https://www.econbiz.de/10003835671
Saved in:
12
Arbitrage and completeness in financial markets with given N-dimensional distributions
Campi, Luciano
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10002092513
Saved in:
13
Arbitrage, linear programming and martingales in securities markets with bid-ask spreads
Ortu, Fulvio
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001683838
Saved in:
14
Option pricing by large risk aversion utility under transaction costs
Bouchard, Bruno
;
Kabanov, Jurij M.
;
Touzi, Nizar
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 127-136
Persistent link: https://www.econbiz.de/10001683843
Saved in:
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