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isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~isPartOf:"CAMA working paper series"
~person:"Chan, Joshua"
~person:"Mertens, Elmar"
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Chan, Joshua
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
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2
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2017
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Revised version
Persistent link: https://www.econbiz.de/10011746888
Saved in:
3
Inflation and professional forecast dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2015
Persistent link: https://www.econbiz.de/10011341627
Saved in:
4
Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua
;
Grant, Angelia L.
-
2014
Persistent link: https://www.econbiz.de/10011341989
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