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Fundamental Properties of Bond Prices in Models of the Short-Term Rate. (2002). Mele, Antonio.
In: Working Papers.
RePEc:qmw:qmwecw:460.

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  1. Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets. (2012). Li, Ka Fai ; Hui, Cho-Hoi ; Chung, Tsz-Kin.
    In: Working Papers.
    RePEc:hkm:wpaper:242012.

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  2. Simulated nonparametric estimation of dynamic models with applications to finance. (2005). Mele, Antonio ; Altissimo, Filippo .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24658.

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  3. General Properties of Rational Stock-Market Fluctuations. (2004). Mele, Antonio.
    In: Economics Series.
    RePEc:ihs:ihsesp:153.

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  4. General properties of rational stock-market fluctuations. (2004). Mele, Antonio.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24701.

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  5. Simulated nonparametric estimation of continuous time models of asset prices and returns. (2004). Mele, Antonio ; Altissimo, Filippo .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24674.

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References

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  39. This working paper has been produced by the Department of Economics at Queen Mary, University of London Copyright 2002 Antonio Mele All rights reserved. Department of Economics Queen Mary, University of London Mile End Road London E1 4NS Tel: +44 (0)20 7882 5096 or Fax: +44 (0)20 8983 3580 Email: j.conner@qmul.ac.uk Website: www.econ.qmul.ac.uk/papers/wp.htm
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