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Is it Social Influence on Beliefs Under Ambiguity? A Possible Explanation for Volatility Clustering
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January 2006
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Report on “The Committee on
Yen Risk-free-rate Model Estimationâ€
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January 2007
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Simulation-based Estimation of Contingent-claims Prices
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January 2008
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Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence
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January 2006
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