Further results for ladder processes in continuous time
نویسندگان
چکیده
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∗Preliminary Comments are welcome. Paper written for the Handbook of Financial Econometrics edited by Yacine Aı̈t-Sahalia and Lars Peter Hansen. We thank Darrell Duffie, Benoit Perron and Mark Watson for discussions and Seoyeon Lee for research assistance. Bandi acknowledges financial support from the IBM Corporation Faculty Research Fund at the University of Chicago. Phillips thanks fhe NSF for...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1973
ISSN: 0304-4149
DOI: 10.1016/0304-4149(73)90010-0