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~person:"Hwang, Ruey-Ching"
~subject:"Microstructure Noise"
~subject:"Probability theory"
~subject:"Semimartingale Theory"
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Microstructure Noise
Probability theory
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Hwang, Ruey-Ching
Podolskij, Mark
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Journal of financial services research : JFSR
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Predicting loss distributions for small-size defaulted-debt portfolios using a convolution technique that allows probability masses to occur at boundary points
Chu, Chih-Kang
;
Hwang, Ruey-Ching
- In:
Journal of financial services research : JFSR
56
(
2019
)
1
,
pp. 95-117
Persistent link: https://www.econbiz.de/10012301329
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