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Journal of empirical finance
Tübinger Diskussionsbeiträge
16
Economics Working Paper
14
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
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Economics working paper
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Working Papers / Department of Economics, University of Pittsburgh
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Diskussionsbeitrag / Wirtschaftswissenschaftliche Fakultät der Eberhard-Karls-Universität Tübingen
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Empirical Economics
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Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
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Journal of Applied Econometrics
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Oxford bulletin of economics and statistics
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Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting]
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Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Advances in Time Series Analysis
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Beiträge zur Jahrestagung des Vereins für Socialpolitik 2015: Ökonomische Entwicklung - Theorie und Politik - Session: Microeconometric Modelling
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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European financial management : the journal of the European Financial Management Association
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Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
2
Univariate and multivariate stochastic volatility models : estimation and diagnostics
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 505-531
Persistent link: https://www.econbiz.de/10001782293
Saved in:
3
Univariate and multivariate stochastic volatility models: estimation and diagnostics
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 505
Persistent link: https://www.econbiz.de/10007232875
Saved in:
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