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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Working papers"
~subject:"ARCH model"
~type_genre:"Working Paper"
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
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2014
Persistent link: https://www.econbiz.de/10011629426
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Efficient Gibbs sampling for Markov switching GARCH models
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2012
Persistent link: https://www.econbiz.de/10011629073
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