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subject:"Schätzung"
~person:"Chan, Joshua"
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Monte Carlo simulation
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Chan, Joshua
Frühwirth-Schnatter, Sylvia
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Koopman, Siem Jan
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Winter-Ebmer, Rudolf
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Omori, Yasuhiro
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Dimitrakopoulos, Stefanos
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Haltiwanger, John C.
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Haque, Qazi
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Inoue, Atsushi
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Korobilis, Dimitris
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Nason, James Michael
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Westerlund, Joakim
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Billio, Monica
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Chih, Yao-Yu
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
2
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
3
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
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
Saved in:
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