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Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
2
Particle Markov chain Monte Carlo Techniques of unobserved component time series models using Ox
Nonejad, Nima
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2013
Persistent link: https://www.econbiz.de/10009782694
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3
Long memory and structural breaks in realized volatility : an irreversible Markov switching approach
Nonejad, Nima
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2013
Persistent link: https://www.econbiz.de/10009782698
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4
A mixture innovation heterogeneous autoregressive model for structural breaks and long memory
Nonejad, Nima
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2013
Persistent link: https://www.econbiz.de/10009782709
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