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Lending standards, productivity, and credit crunches
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- Macroeconomic Dynamics / Volume 27 / Issue 2 / March 2023
- Published online by Cambridge University Press:
- 15 November 2021, pp. 456-481
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ADVANCEMENT OF AUTOREGRESSIVE CONDITIONAL DURATION MODELS INVOLVING LIQUIDITY AND PRICE DYNAMICS
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- Bulletin of the Australian Mathematical Society / Volume 95 / Issue 3 / June 2017
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- 22 March 2017, pp. 523-524
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- June 2017
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Generalized fractional Lévy processes with fractional Brownian motion limit
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- Advances in Applied Probability / Volume 47 / Issue 4 / December 2015
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- 21 March 2016, pp. 1108-1131
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- December 2015
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On the Frequency of Drawdowns for Brownian Motion Processes
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- Journal of Applied Probability / Volume 52 / Issue 1 / March 2015
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- 30 January 2018, pp. 191-208
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- March 2015
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Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns
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- Journal of Applied Probability / Volume 49 / Issue 2 / June 2012
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- 04 February 2016, pp. 482-502
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- June 2012
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A class of complete benchmark models with intensity-based jumps
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- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
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- 14 July 2016, pp. 19-34
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- March 2004
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Option bounds
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- Journal of Applied Probability / Volume 41 / Issue A / 2004
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- 14 July 2016, pp. 145-156
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- 2004
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Bounds for the American perpetual put on a stock index
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- Journal of Applied Probability / Volume 38 / Issue 1 / March 2001
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- 14 July 2016, pp. 55-66
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- March 2001
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