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115
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7
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3
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3
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3
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3
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3
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4
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ECONIS (ZBW)
121
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1
Bayesian analysis of duration models : an application to Chapter 11 bankruptcy
Li, Kai
- In:
Economics letters
63
(
1999
)
3
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001398940
Saved in:
2
Exchange rate target zone models : a Bayesian evaluation
Li, Kai
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 461-490
Persistent link: https://www.econbiz.de/10001421487
Saved in:
3
Exchange rate target zone models : a Bayesian evaluation
Li, Kai
-
1998
-
Rev
Persistent link: https://www.econbiz.de/10001421862
Saved in:
4
Bayesian analysis of duration models : an application to bankruptcy
Li, Kai
-
1996
Persistent link: https://www.econbiz.de/10001421899
Saved in:
5
Bayesian inference in a simultaneous equation model with limited dependent variables
Li, Kai
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 387-400
Persistent link: https://www.econbiz.de/10001240185
Saved in:
6
Inferring volatility persistence from option implied volatility
Li, Kai
-
2001
Persistent link: https://www.econbiz.de/10001554378
Saved in:
7
Yes, historical volatility does contain incremental information beyond option implied volatility
Li, Kai
-
2000
Persistent link: https://www.econbiz.de/10001539735
Saved in:
8
On estimation, diagnostic testing and smoothing of long memory stochastic volatility models
Li, Kai
;
Deo, Rohit
;
Hurvich, Clifford
-
2000
Persistent link: https://www.econbiz.de/10001486271
Saved in:
9
A Bayesian analysis of dual trader informativeness in futures markets
Chakravarty, Sugato
(
contributor
);
Li, Kai
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001598534
Saved in:
10
The empirical performance of alternative extreme value volatility estimators
Li, Kai
;
Weinbaum, David
-
2000
Persistent link: https://www.econbiz.de/10001554385
Saved in:
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