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Recovering Risk Neutral Densities from Option Prices: A New Approach
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 43 / Issue 4 / December 2008
- Published online by Cambridge University Press:
- 06 April 2009, pp. 1037-1053
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- December 2008
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Preface
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- The Refinement of Econometric Estimation and Test Procedures
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- 22 September 2009
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- 01 February 2007, pp xvii-xviii
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Contents
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- The Refinement of Econometric Estimation and Test Procedures
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- 22 September 2009
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- 01 February 2007, pp vii-x
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List of figures
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- The Refinement of Econometric Estimation and Test Procedures
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- 22 September 2009
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- 01 February 2007, pp xi-xii
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Acknowledgements
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- The Refinement of Econometric Estimation and Test Procedures
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- 22 September 2009
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- 01 February 2007, pp xix-xx
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7 - Cornish-Fisher Size Corrected t and F Statistics for the Linear Regression Model with Heteroscedastic Errors
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- The Refinement of Econometric Estimation and Test Procedures
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- 22 September 2009
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- 01 February 2007, pp 173-204
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List of tables
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- The Refinement of Econometric Estimation and Test Procedures
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- 22 September 2009
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References
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- The Refinement of Econometric Estimation and Test Procedures
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- 22 September 2009
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- 01 February 2007, pp 368-384
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The Refinement of Econometric Estimation and Test Procedures
- Finite Sample and Asymptotic Analysis
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- 22 September 2009
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- 01 February 2007
Introduction
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- The Refinement of Econometric Estimation and Test Procedures
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Index
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- The Refinement of Econometric Estimation and Test Procedures
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- 22 September 2009
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List of contributors
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- The Refinement of Econometric Estimation and Test Procedures
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- 22 September 2009
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Frontmatter
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- The Refinement of Econometric Estimation and Test Procedures
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Michael Magdalinos 1949–2002
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- The Refinement of Econometric Estimation and Test Procedures
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- 22 September 2009
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