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1
Volatility
and stock prices: implications from a production model of asset pricing
Basu, Parantap
;
Samanta, Prodyot
- In:
Economics letters
70
(
2001
)
2
,
pp. 229-235
Persistent link: https://www.econbiz.de/10001537987
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2
A bond pricing formula under a non-trivial, three-factor model of interest rates
Chen, Lin
- In:
Economics letters
51
(
1996
)
1
,
pp. 95-99
Persistent link: https://www.econbiz.de/10001199673
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3
A characterization of the coskewness-cokurtosis pricing model
Back, Kerry E.
- In:
Economics letters
125
(
2014
)
2
,
pp. 219-222
Persistent link: https://www.econbiz.de/10010505382
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How to determine exchange rates under risk neutrality : a note
Bosi, Stefano
;
Fontaine, Patrice
;
Cuong Le Van
- In:
Economics letters
157
(
2017
),
pp. 92-96
Persistent link: https://www.econbiz.de/10011847321
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5
A new estimator of the fractionally integrated stochastic
volatility
model
Wright, Jonathan H.
- In:
Economics letters
63
(
1999
)
3
,
pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
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6
Multiscale behaviour of
volatility
autocorrelations in a financial market
Pasquini, Michele
;
Serva, Maurizio
- In:
Economics letters
65
(
1999
)
3
,
pp. 275-279
Persistent link: https://www.econbiz.de/10001422779
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7
An explanation for the compass rose pattern
Gleason, Kimberly
;
Lee, Chun I.
;
Mathur, Iqbal
- In:
Economics letters
68
(
2000
)
2
,
pp. 127-133
Persistent link: https://www.econbiz.de/10001485046
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8
Implied
volatility
from the term structure : a simple analytical approximation
Steeley, James M.
- In:
Economics letters
57
(
1997
)
3
,
pp. 345-352
Persistent link: https://www.econbiz.de/10001231497
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9
Scaling the
volatility
of GDP growth rates
Canning, David
(
contributor
)
- In:
Economics letters
60
(
1998
)
3
,
pp. 335-341
Persistent link: https://www.econbiz.de/10001251669
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10
Risk premia and overshooting
Isaac, Alan Glen
- In:
Economics letters
61
(
1998
)
3
,
pp. 359-364
Persistent link: https://www.econbiz.de/10001252252
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