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isPartOf:"Journal of econometrics"
~person:"Renault, Eric"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Stochastischer Prozess"
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Bayesian inference
Stochastischer Prozess
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Renault, Eric
Todorov, Viktor
11
Tauchen, George Eugene
8
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Asai, Manabu
4
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4
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2
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Journal of econometrics
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Handbook of financial time series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
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2
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
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