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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~person:"Christiansen, Charlotte"
~person:"Sørensen, Helle"
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Christiansen, Charlotte
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Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
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contributor
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2002
Persistent link: https://www.econbiz.de/10001701167
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2
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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3
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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5
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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