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Testing conditional moment restriction models using empirical likelihood
Berger, Yves G.
- In:
The econometrics journal
25
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2022
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2
,
pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
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Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
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2009
Persistent link: https://www.econbiz.de/10003850942
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A full heteroscedastic one-way error components model allowing for unbalanced panel : pseudo-maximum likelihood estimation and specification testing
Lejeune, Bernard
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2004
Persistent link: https://www.econbiz.de/10002545509
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Microeconomic models for long-memory in the volatility of financial time series
Kirman, Alan P.
;
Teyssière, Gilles
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2002
Persistent link: https://www.econbiz.de/10001720507
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