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~person:"Dijk, Herman K. van"
~person:"Krause, Jochen"
~person:"Steude, Sven Christian"
~person:"Walker, Patrick S."
~subject:"Estimation"
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Dijk, Herman K. van
Krause, Jochen
Steude, Sven Christian
Walker, Patrick S.
Paolella, Marc S.
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Mittnik, Stefan
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Haas, Markus
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The North American journal of economics and finance : a journal of financial economics studies
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Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
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2
Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
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