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Dynamic deconvolution and identification of independent autoregressive sources. (2023). Jasiak, Joann ; Gourieroux, Christian.
In: Journal of Time Series Analysis.
RePEc:bla:jtsera:v:44:y:2023:i:2:p:151-180.

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  52. Option valuation with long-run and short-run volatility components. (2008). Christoffersen, Peter ; ORNTHANALAI, CHAYAWAT ; Wang, Yintian ; Jacobs, Kris.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:90:y:2008:i:3:p:272-297.

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  53. Valuing executive stock options: performance hurdles, early exercise and stochastic volatility. (2008). Szimayer, Alex ; Brown, Philip.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:48:y:2008:i:3:p:363-389.

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  54. Option Valuation with Long-run and Short-run Volatility Components. (2008). Christoffersen, Peter ; Wang, Yintian ; Jacobs, Kris ; ORNTHANALAI, CHAYAWAT .
    In: CREATES Research Papers.
    RePEc:aah:create:2008-11.

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  55. Models for S&P500 Dynamics: Evidence from Realized Volatility, Daily Returns, and Option Prices. (2007). Christoffersen, Peter ; Jacobs, Kris ; Mimouni, Karim.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-37.

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  56. Towards European monetary integration: the evolution of currency risk premium as a measure for monetary convergence prior to the implementation of currency unions. (2005). Launonen, Simo ; Gonzalez, Fernando.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005569.

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  57. Linear aggregation with common trends and cycles. (2000). Marcellino, Massimiliano.
    In: Research in Economics.
    RePEc:eee:reecon:v:54:y:2000:i:2:p:117-131.

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  58. Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models. (2000). Wolff, Christian ; Wolff, Christian C. P., .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:10:y:2000:i:1:p:1-8.

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  59. International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence. (1984). Obstfeld, Maurice ; Cumby, Robert E..
    In: NBER Chapters.
    RePEc:nbr:nberch:6832.

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  60. International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence. (1982). Obstfeld, Maurice ; Cumby, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0921.

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  61. The Role of Time Series Analysis in Econometric Model Evaluation. (1980). Howrey, Philip E..
    In: NBER Chapters.
    RePEc:nbr:nberch:11706.

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  62. Large sample estimation and testing procedures for dynamic equation systems. (1978). Palm, Franz ; Zellner, A.
    In: Serie Research Memoranda.
    RePEc:vua:wpaper:1978-10.

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