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type_genre:"Working Paper"
~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~isPartOf:"CefES paper series"
~subject:"ARCH model"
~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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3
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
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