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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Chan, Joshua"
~type_genre:"Konferenzbeitrag"
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Volatilität
Estimation theory
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Chan, Joshua
Koopman, Siem Jan
9
Brandt, Michael W.
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Härdle, Wolfgang
6
Leon-Gonzalez, Roberto
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Lucas, André
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Teräsvirta, Timo
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Reiß, Markus
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Spokojnyj, Vladimir G.
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Alizadeh, Sassan
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Craig, Ben R.
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Daníelsson, Jón
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Dijk, Dick van
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Hautsch, Nikolaus
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Keller, Joachim G.
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Malec, Peter
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Sentana, Enrique
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Sibbertsen, Philipp
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Silvennoinen, Annastiina
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Sluis, Pieter J. van der
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Swanson, Norman R.
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Todorov, Viktor
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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/10012196752
Saved in:
3
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
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