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subject:"Estimation"
subject:"Volatilität"
~institution:"University of Chicago / Graduate School of Business"
~subject:"Correlation"
~type:"book"
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Bayes factors for testing the equality of covariance matrix eigenvalues
McCulloch, Robert E.
;
Rossi, Peter E.
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1995
Persistent link: https://www.econbiz.de/10000924642
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Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
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1995
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Rev
Persistent link: https://www.econbiz.de/10000925647
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