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61
Closed-form likelihood expansions for multivariate diffusions
Aït-Sahalia, Yacine
-
2002
Persistent link: https://www.econbiz.de/10001671264
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62
Large portfolio losses
Dembo, Amir
;
Deuschel, Jean-Dominique
;
Duffie, Darrell
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2002
Persistent link: https://www.econbiz.de/10001699426
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63
Searching for prosperity
Kremer, Michael
;
Onatski, Alexei
;
Stock, James H.
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2001
Persistent link: https://www.econbiz.de/10001578285
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64
Disentangling volatility from jumps
Aït-Sahalia, Yacine
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2003
Persistent link: https://www.econbiz.de/10001790835
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65
Bootstrapping the conditional moment test for parametric duration models
Prieger, James E.
- In:
Applied economics letters
10
(
2003
)
10
,
pp. 597-600
Persistent link: https://www.econbiz.de/10001801894
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66
Zipf's law and world income distribution
Furceri, Davide
- In:
Applied economics letters
15
(
2008
)
10/12
,
pp. 921-923
Persistent link: https://www.econbiz.de/10003785858
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67
Modelling skewness and kurtosis with the skewed Gauss-Laplace sum distribution
Haas, Markus
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1277-1283
Persistent link: https://www.econbiz.de/10003886839
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68
Log-normal approximation of the equity premium in the production model
Heer, Burkhard
;
Maußner, Alfred
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 407-412
Persistent link: https://www.econbiz.de/10009630716
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69
On the probability of winning a lottery with a random number of competitors
Hogan, Seamus D.
;
Meriluoto, Laura
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1765-1768
Persistent link: https://www.econbiz.de/10009383295
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70
Bank insolvency risk and Z-score measures with unimodal returns
Strobel, Frank
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1683-1685
Persistent link: https://www.econbiz.de/10009383375
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