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Economic modelling
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Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng
;
Zhu, Wenli
;
Huang, Jiexiang
;
Zhang, Jin E.
- In:
Economic modelling
54
(
2016
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
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2
Semiparametric EGARCH model with the case study of China stock market
Yang, Hu
;
Wu, Xingcui
- In:
Economic modelling
28
(
2011
)
3
,
pp. 761-766
Persistent link: https://www.econbiz.de/10009270558
Saved in:
3
The competition of investments for endogenous transportation costs in a spatial model
Hou, Haiyang
;
Wu, Xiaobo
;
Zhou, Weihua
- In:
Economic modelling
31
(
2013
),
pp. 574-577
Persistent link: https://www.econbiz.de/10009730568
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