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Generalized Hyperbolic Distributions and Brazilian Data. (2004). Fajardo, José ; Farias, Aquiles.
In: Brazilian Review of Econometrics.
RePEc:sbe:breart:v:24:y:2004:i:2:a:2712.

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  1. Bitcoins return behaviour: What do We know so far?. (2019). Fajardo, José.
    In: MPRA Paper.
    RePEc:pra:mprapa:93353.

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  2. Barrier style contracts under Lévy processes once again. (2018). Fajardo, José.
    In: Annals of Finance.
    RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0303-2.

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  3. Power Style Contracts Under Asymmetric Lévy Processes. (2016). Fajardo, José.
    In: MPRA Paper.
    RePEc:pra:mprapa:71813.

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  4. A New Factor to Explain Implied Volatility Smirk. (2016). Fajardo, José.
    In: MPRA Paper.
    RePEc:pra:mprapa:71809.

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  5. Generalized Hyperbolic Distributions: Empirical Evidence on Bucharest Stock Exchange. (2015). Baciu, Olivia Andreea .
    In: The Review of Finance and Banking.
    RePEc:rfb:journl:v:07:y:2015:i:1:p:007-018.

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  6. Derivative pricing using multivariate affine generalized hyperbolic distributions. (2010). Fajardo, José ; de Farias, Aquiles.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1607-1617.

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  7. Multivariate affine generalized hyperbolic distributions: An empirical investigation. (2009). Fajardo, José ; de Farias, Aquiles.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:4:p:174-184.

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  8. Duality and Symmetry with Time-Changed Lévy Processes. (2008). Fajardo, José ; Mordecki, Ernesto.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:28:y:2008:i:1:a:1519.

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  9. Symmetry and duality in Levy markets. (2006). Fajardo, José ; Mordecki, Ernesto.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:6:y:2006:i:3:p:219-227.

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  10. Goodness-of-fit Tests Focus on Value-at-Risk Estimation. (2006). ORNELAS, JOSE ; Fajardo, José ; de Farias, Aquiles Rocha .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:26:y:2006:i:2:a:1581.

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  11. Skewness Premium with Lévy Processes. (2006). Fajardo, José ; Mordecki, Ernesto.
    In: IBMEC RJ Economics Discussion Papers.
    RePEc:ibr:dpaper:2006-04.

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  12. Equivalent Martingale Measures and Lévy Processes. (2006). Fajardo, José.
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:60:y:2006:i:4:a:961.

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References

References cited by this document

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