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subject:"Volatility"
~subject:"ARCH-Modell"
~subject:"Monte Carlo simulation"
~type_genre:"Government document"
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A fast subsampling method for nonlienar dynamic models
Hong, Han
;
Scaillet, Olivier
;
Tamer, Elie T.
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2001
Persistent link: https://www.econbiz.de/10001637975
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2
Mixture models, latent variables and partitioned importance sampling
Casella, George
;
Robert, Christian P.
;
Wells, Martin T.
-
2000
Persistent link: https://www.econbiz.de/10001470588
Saved in:
3
Spatial mixture models based on exponential family conditional distributions
Kaiser, Mark S.
;
Cressie, Noel A. C.
;
Lee, Jae-hyung
-
2000
Persistent link: https://www.econbiz.de/10001470622
Saved in:
4
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
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