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~isPartOf:"Asia-Pacific journal of financial studies"
~isPartOf:"Department of Economics working paper"
~subject:"Estimation"
~subject:"Prognoseverfahren"
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Forecasting global equity indices using large Bayesian VARs
Huber, Florian
;
Krisztin, Tamás
;
Piribauer, Philipp
-
2014
Persistent link: https://www.econbiz.de/10010480996
Saved in:
2
Density forecasting using Bayesian global vector autoregressions with common stochastic volatility
Huber, Florian
-
2014
Persistent link: https://www.econbiz.de/10010480999
Saved in:
3
Valuation of long-maturity KIKO options under the
stochastic
volatility
model
Lee, Joon-haeng
;
Song, Junmo
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
4
,
pp. 492-529
Persistent link: https://www.econbiz.de/10010407444
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