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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Chen, Sonnan"
~subject:"Schätzung"
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Chen, Sonnan
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Review of quantitative finance and accounting
The journal of derivatives : JOD
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Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
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