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subject:"United States"
~person:"Engle, Robert F."
~person:"Zhou, Hao"
~type_genre:"Article in journal"
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Engle, Robert F.
Zhou, Hao
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The journal of finance : the journal of the American Finance Association
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Specification analysis of structural credit risk models
Huang, Jing-Zhi
;
Shi, Zhan
;
Zhou, Hao
- In:
Review of finance : journal of the European Finance …
24
(
2020
)
1
,
pp. 45-98
Persistent link: https://www.econbiz.de/10012194890
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2
A discrete-state continuous-time model of financial transactions prices and times : the autoregressive conditional multinomial-autoregressive conditional duration model
Russell, Jeffrey R.
;
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 166-180
Persistent link: https://www.econbiz.de/10002781639
Saved in:
3
Term structure of interest rates with regime shifts
Bansal, Ravi
;
Zhou, Hao
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 1997-2044
Persistent link: https://www.econbiz.de/10001709393
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