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subject:"Cointegration"
subject:"Japan"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Zeitreihenanalyse"
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Testing the martingale restriction for option implied densities
Busch, Thomas
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contributor
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
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contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
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3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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