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A comparison of financial dura...
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A model for vast panels of volatilities
Luciani, Matteo
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Veredas, David
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2012
Persistent link: https://www.econbiz.de/10011713599
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Which model to match?
Barigozzi, Matteo
;
Halbleib, Roxana
;
Veredas, David
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2012
Persistent link: https://www.econbiz.de/10011713603
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Marginal quantiles for stationary processes
Dominicy, Yves
;
Hörman, Siegfried
;
Ogata, Hiroaki
; …
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2012
Persistent link: https://www.econbiz.de/10011713699
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Ricci, Lorenzo
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Veredas, David
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2012
Persistent link: https://www.econbiz.de/10011713705
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