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~isPartOf:"CREATES research paper"
~person:"Fusari, Nicola"
~person:"Gatarek, Lukasz"
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CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
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Gatarek, Lukasz
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2014
Persistent link: https://www.econbiz.de/10010418991
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
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2012
Persistent link: https://www.econbiz.de/10009524097
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