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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva"
~subject:"Markov-Kette"
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Search: subject_exact:"Stochastic volatility model"
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The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets
Assaf, Ata
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 491-512
Persistent link: https://www.econbiz.de/10011674013
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Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
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2016
Persistent link: https://www.econbiz.de/10011521711
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