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subject:"Share price"
subject:"Volatilität"
~subject:"ARCH model"
~institution:"University of Chicago / Graduate School of Business"
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Estimation theory
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Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
Saved in:
2
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899156
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