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The Continuous Limit of GARCH...
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Lazar, Emese
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Modelling Regime-Specific Stock Price Volatility
Alexander, Carol
;
Lazar, Emese
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
6
,
pp. 761-798
Persistent link: https://www.econbiz.de/10008320725
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Option valuation with normal mixture GARCH models
Badescu, Alex
;
Kulperger, Reg
;
Lazar, Emese
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009949922
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Futures basis, inventory and commodity price volatility: An empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2664
Persistent link: https://www.econbiz.de/10010032219
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Normal mixture GARCH(1,1): applications to exchange rate modelling
Alexander, Carol
;
Lazar, Emese
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 307-336
Persistent link: https://www.econbiz.de/10006954765
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