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~isPartOf:"EUI working paper / ECO"
~subject:"Optionspreistheorie"
~subject:"USA"
~subject:"VAR-Modell"
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Search: subject_exact:"Markovsche Kette"
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Optionspreistheorie
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Markov chain
12
Markov-Kette
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7
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5
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5
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4
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Lütkepohl, Helmut
3
Lanne, Markku
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EUI working paper / ECO
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27
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18
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Reaction to technology shocks in Markov-switchings structural VARs : identification via heteroskedasticity
Netšunajev, Aleksei
-
2012
Persistent link: https://www.econbiz.de/10009764682
Saved in:
2
Bayesian testing of Granger causality in Markov-switching VARs
Droumaguet, Matthieu
;
Woźniak, Tomasz
-
2012
Persistent link: https://www.econbiz.de/10009764707
Saved in:
3
Markov-switching MIDAS models
Guérin, Pierre
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10008935686
Saved in:
4
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
5
Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
Saved in:
6
Stock prices and economic fluctuations : a Markov switching structural vector autoregressive analysis
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003787630
Saved in:
7
Market microstructure models and the Markov property
Amaro de Matos, João
;
Fernandes, Marcelo
-
2000
Persistent link: https://www.econbiz.de/10001541064
Saved in:
8
A new approach to the analysis of shocks and the cycle in a model of output and employment
Krolzig, Hans-Martin
;
Toro, Juan
-
1999
Persistent link: https://www.econbiz.de/10001437105
Saved in:
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