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Semiparametric analysis of German East-West migration intentions: facts and t...
East-West migration in Germany peaked at the beginning of the 1990s although the average wage gap between Eastern and Western Germany continues to average about 25%. We analyse... -
Parametric pricing of higher order moments in S&P500 options (replication data)
A general parametric framework based on the generalized Student t-distribution is developed for pricing S&P500 options. Higher order moments in stock returns as well as...