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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Augustyniak, Maciej"
~subject:"Markov chain"
~subject:"Multivariate Verteilung"
~subject:"Vermögensverteilung"
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Markov chain
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Augustyniak, Maciej
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
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