A Note On The Embedding Of Discrete‐Time Arma Processes
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Abstract
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DOI: 10.1111/j.1467-9892.1995.tb00246.x
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References listed on IDEAS
- S. W. He & J. G. Wang, 1989. "On Embedding A Discrete‐Parameter Arma Model In A Continuous‐Parameter Arma Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 10(4), pages 315-323, July.
- K. S. Chan & H. Tong, 1987. "A Note On Embedding A Discrete Parameter Arma Model In A Continuous Parameter Arma Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 8(3), pages 277-281, May.
Citations
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Cited by:
- Ángel León & Enrique Sentana, 1997.
"Pricing Options on Assets with Predictable White Noise Returns,"
Working Papers
wp1997_9704, CEMFI.
- Angel León & Enrique Sentana, 1997. "Pricing Options on Assets with Predictable White Noise Returns," FMG Discussion Papers dp267, Financial Markets Group.
- Leon, Angel & Sentana, Enrique, 1997. "Pricing options on assets with predictable white noise returns," LSE Research Online Documents on Economics 119177, London School of Economics and Political Science, LSE Library.
- Ke Wan & Alain Kornhauser, 2023. "Market Making and Pricing of Financial Derivatives based on Road Travel Times," Papers 2305.02523, arXiv.org, revised May 2023.
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