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1
Interpreting implied risk-neutral densities : the role of risk premia
Hördahl, Peter
-
2003
Persistent link: https://www.econbiz.de/10013434618
Saved in:
2
A joint econometric model of macroeconomic and term-structure dynamics
Hördahl, Peter
;
Tristani, Oreste
;
Vestin, David
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 405-444
Persistent link: https://www.econbiz.de/10003298603
Saved in:
3
Interpreting implied risk-neutral densities : the role of risk premia
Hördahl, Peter
;
Vestin, David
- In:
Review of finance : journal of the European Finance …
9
(
2005
)
1
,
pp. 97-137
Persistent link: https://www.econbiz.de/10002866906
Saved in:
4
A joint econometric model of macroeconomic and term struture dynamics
Hördahl, Peter
-
2004
Persistent link: https://www.econbiz.de/10013434758
Saved in:
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