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Permanent and temporary price variations : a decomposition analysis based on stochastic forecasting models
Ahmad, Eatzaz, (1999)
Index number theory using differences rather than ratios
Diewert, Walter E., (2005)
Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G., (2000)
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G., (1999)
A simple approximation to the normal distribution function : with an application to the Black & Scholes option pricing model
Hallerbach, Winfried G., (1994)