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~institution:"Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc."
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~subject:"Stochastic process"
~subject:"Theory"
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Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
National Bureau of Economic Research
104
Centre for Analytical Finance <Århus>
11
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Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001906852
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Fractional cointegration and term structure of interest rates
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
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3
Interpreting spectral analyses in terms of time-domain models
Engle, Robert F.
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1974
Persistent link: https://www.econbiz.de/10000646437
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