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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"The econometrics journal"
~person:"Lucas, André"
~subject:"Volatility"
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The econometrics journal
Discussion paper / Tinbergen Institute
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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International journal of forecasting
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Bank strategies and challenges in the new Europe
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Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
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Modelling portfolio defaults using hidden Markov models with covariates
Banachewicz, Konrad
;
Lucas, André
;
Vaart, Aad W. van der
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 155-171
Persistent link: https://www.econbiz.de/10003648671
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