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~person:"Escobar, Marcos"
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Escobar, Marcos
Lanne, Markku
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Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
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2023
Persistent link: https://www.econbiz.de/10014281687
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Why is it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku
;
Saikkonen, Pentti
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2005
Persistent link: https://www.econbiz.de/10002700275
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3
A skewed GARCH-in-Mean model : an application to US stock returns
Lanne, Markku
;
Saikkonen, Pentti
-
2004
Persistent link: https://www.econbiz.de/10001943820
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