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~subject:"Bayesian inference"
~subject:"Financial crisis"
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Search: subject_exact:"Heston model"
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1
Fragility and the effect of international uncertainty shocks
Crespo Cuaresma, Jesús
;
Huber, Florian
;
Onorante, Luca
- In:
Journal of international money and finance
108
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012403810
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2
Have standard VARS remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011862290
Saved in:
3
How crashes develop : intradaily volatility and crash evolution
Bates, David S.
-
2016
Persistent link: https://www.econbiz.de/10011451109
Saved in:
4
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
Saved in:
5
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2016
Persistent link: https://www.econbiz.de/10011571317
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