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Affine jump-diffusion
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Bayes factor
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Bayes-Statistik
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Bayesian inference
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Bond
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CAPM
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Hawkes processes
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Chen, Li
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Chen, Zhongtian
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Li, Yong
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Ma, Yong
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Xiao, Weilin
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Zhang, Yonghui
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Finance research letters
Physica A: Statistical Mechanics and its Applications
8
Information technology and management
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International journal of production research
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Journal of global information management : an official publication of the Information Resources Management Association
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Journal of management analytics
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Natural Hazards
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Technological forecasting & social change : an international journal
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European journal of operational research : EJOR
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International journal of contemporary hospitality management
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International Journal of Education Economics and Development
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International Journal of Tourism Research
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Journal of Financial Economics
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China economic review : an international journal
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Computational Statistics & Data Analysis
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Electronic markets : the international journal on networked business
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European Journal of Operational Research
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International Journal of Contemporary Hospitality Management
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International Journal of Enterprise Information Systems (IJEIS)
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International Journal of Production Economics
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International Journal of Social Economics
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International journal of economic policy in emerging economies : IJEPEE
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Pricing defaultable bonds under Hawkes jump-diffusion processes
Chen, Li
;
Ma, Yong
;
Xiao, Weilin
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013553778
Saved in:
2
Bayesian testing for short term interest rate models
Zhang, Yonghui
;
Chen, Zhongtian
;
Li, Yong
- In:
Finance research letters
20
(
2017
),
pp. 146-152
Persistent link: https://www.econbiz.de/10011806836
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