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isPartOf:"Economic modelling"
subject:"Volatility"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Shephard, Neil G."
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Shephard, Neil G.
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Economic modelling
International journal of economics and financial issues : IJEFI
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
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Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
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Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
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