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subject:"Time series analysis"
subject:"United States"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Heteroscedasticity"
~subject:"USA"
~type_genre:"Working Paper"
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Time series analysis
United States
Heteroscedasticity
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Estimation
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Busch, Thomas
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Centre for Analytical Finance <Århus>
Forschungsinstitut zur Zukunft der Arbeit
65
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51
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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University of Chicago / Center for Research in Security Prices
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University of Glasgow / Department of Economics
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International Monetary Fund
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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2
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
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