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type_genre:"Working Paper"
~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~isPartOf:"CefES paper series"
~isPartOf:"Oxford Financial Research Centre economics series"
~subject:"State space model"
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Estimating high dimensional multivariate stochastic volatility models
Pelagatti, Matteo
;
Sbrana, Giacomo
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2020
Persistent link: https://www.econbiz.de/10012318391
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2
A new approach to drawing states in state space models
McCausland, William J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003557167
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Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
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