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~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Broto, Carmen"
~person:"Maheu, John M."
~subject:"Theorie"
~subject:"Welt"
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Broto, Carmen
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Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Banco de España Working Paper
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models
Burda, Martin
;
Maheu, John M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10009787988
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2
Testing for conditional heteroscedasticity in the components of inflation
Broto, Carmen
;
Ruiz, Esther
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009513588
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3
Volatility dynamics under duration-dependent mixing
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
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