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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Koopman, Siem Jan"
~person:"Ludvigson, Sydney C."
~subject:"United States"
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Koopman, Siem Jan
Ludvigson, Sydney C.
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Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
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