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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Economic modelling"
~person:"Alizadeh, Sassan"
~person:"Maheswaran, S."
~person:"Rodriguez, Gabriel"
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Estimation theory
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Autoregressive vectors with time-varying parameters
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Bollerslev, Tim
Alizadeh, Sassan
Maheswaran, S.
Rodriguez, Gabriel
Kumar, Dilip
4
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1
Castillo B., Paul
1
Dridi, Ichrak
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Veka, Steinar
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Vorada Limjaroenrat
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Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
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2
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
3
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
4
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
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