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Gregory C. Chow and Caroline C. Lawler
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A Time Series Analysis of the Shanghai and New
York Stock Price Indices
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Jian Yang, Jin Zhang, and David J. Leatham
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Price and Volatility Transmission in
International Wheat Futures Markets
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Ning Sun and Zaifu Yang
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Existence of Equilibrium and Zero-Beta Pricing
Formula in the Capital Asset Pricing Model with Heterogeneous
Beliefs
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Ramazan Gencay and Aslihan Salih
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Degree of Mispricing with the Black-Scholes Model
and Nonparametric Cures
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Xiaodong Jin and Janusz Kawczak
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Birnbaum-Saunders and Lognormal Kernel Estimators
for Modeling Durations in High Frequency Financial Data
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Insik Min, Sheng jang Sheu, and Zijun Wang
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A Monte Carlo Comparison of Various
Semiparametric Type-3 Tobit Estimators
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Yangru
Wu and Junxi Zhang
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Uniqueness and Stability of Equilibria in a Model
with Endogenous Markups and Labor Supply
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