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~person:"Escribano, Álvaro"
~subject:"Volatilität"
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Volatilität
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markov regime-switching models
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maximum likelihood (ML) conditions for score-driven models
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Escribano, Álvaro
Delle Monache, Davide
6
Petrella, Ivan
6
Venditti, Fabrizio
4
Buccheri, Giuseppe
3
Blazsek, Szabolcs
2
Catania, Leopoldo
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Corsi, Fulvio
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De Polis, Andrea
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Koopman, Siem Jan
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Licht, Adrian
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Herrera, Rodrigo
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Koopman, Siem Jan S.J.
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Lit, Rutger
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Livieri, Giulia
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Proietti, Tommaso
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Nonlinear common trends for the global crude oil market : Markov-switching
score-driven
models
of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
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