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subject:"Volatility"
isPartOf:"Journal of applied econometrics"
~person:"Jung, Robert"
~person:"Giannone, Domenico"
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Journal of applied econometrics
Tübinger Diskussionsbeiträge
2
Journal of banking & finance
1
Journal of international money and finance
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Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
2
Stochastic volatility models : conditional normality versus heavy-tailed distributions
Liesenfeld, Roman
;
Jung, Robert
- In:
Journal of applied econometrics
15
(
2000
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10001474643
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