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subject:"Time series analysis"
~isPartOf:"Mathematical and statistical methods for actuarial sciences and finance : MAF 2016"
~subject:"Prognoseverfahren"
~type_genre:"Conference paper"
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Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 59-72)
.
2017
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