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type_genre:"Non-commercial literature"
~person:"Ahelegbey, Daniel Felix"
~person:"Kumar, Rajnish"
~subject:"VAR-Modell"
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A Bayesian covariance graph and latent position model for multivariate financial time series
Ahelegbey, Daniel Felix
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Carvalho, Luis
;
Kolaczyk, Eric D.
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2020
Persistent link: https://www.econbiz.de/10012322265
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Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
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Billio, Monica
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Casarin, Roberto
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2012
Persistent link: https://www.econbiz.de/10011629070
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