Casado del Alisal 5
Centre for Monetary and Financial Studies (CEMFI)
in Total Papers Citations
Non-Affine Derivative Pricing Models, Log Volatility Models, Quadratic Volatility Models, Downward Volatility Jumps, Variance Swaps
Latent groups, Frailty, Long-Term Care, Medical expenses
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Cokurtosis, Coskewness, indirect inference, Kuhn-Tucker test, momentum strategies, non-linear dependence, short-term reversals, Supremum test, underidentified parameters
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