Noncausality in Continuous Time Models
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chambers, MJ & McCrorie, JR & Thornton, MA, 2017. "Continuous Time Modelling Based on an Exact Discrete Time Representation," Economics Discussion Papers 20497, University of Essex, Department of Economics.
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- Nour Meddahi, 2002. "ARMA Representation of Two-Factor Models," CIRANO Working Papers 2002s-92, CIRANO.
- Petrović, Ljiljana & Dimitrijević, Sladjana, 2012. "Causality with finite horizon of the past in continuous time," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1219-1223.
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- René Garcia & Eric Ghysels & Éric Renault, 2004. "The Econometrics of Option Pricing," CIRANO Working Papers 2004s-04, CIRANO.
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