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subject:"Volatility"
~isPartOf:"Brazilian review of econometrics : the review of the Brazilian Econometric Society"
~isPartOf:"CAMA working paper series"
~isPartOf:"Economics discussion papers"
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Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
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2
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
3
Quasi-maximum likelihood estimation of long-memory stochastic volatility models
Ferraz, Rosemeire O.
;
Hotta, Luiz K.
- In:
Brazilian review of econometrics : the review of the …
27
(
2007
)
2
,
pp. 225-233
Persistent link: https://www.econbiz.de/10003743610
Saved in:
4
Exact maximum likelihood and Bayesian estimation of the stochastic volatility model
Motta, Anderson C. O.
;
Hotta, Luiz K.
- In:
Brazilian review of econometrics : the review of the …
23
(
2003
)
2
,
pp. 183-226
Persistent link: https://www.econbiz.de/10002091175
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