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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"McCausland, William J."
~subject:"MCMC"
~subject:"Stochastischer Prozess"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cahier / Départment de Sciences Économiques, Université de Montréal
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The HESSIAN method for models with leverage-like effects
Djegnéné, Barnabé
;
McCausland, William J.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 722-755
Persistent link: https://www.econbiz.de/10011339247
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