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~person:"Garrafa-Aragón, Hernán B."
~subject:"Markov-Kette"
~subject:"Volatility"
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Garrafa-Aragón, Hernán B.
Koopman, Siem Jan
27
Dijk, Herman K. van
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Tsionas, Efthymios G.
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Frühwirth-Schnatter, Sylvia
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McAleer, Michael
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Chib, Siddhartha
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Leon-Gonzalez, Roberto
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Li, Yong
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Peters, Gareth
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Yu, Jun
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Boivin, Jean
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Chen, Cathy W. S.
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Robert, Christian P.
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Weber, Andrea
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Winter-Ebmer, Rudolf
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Approximate Bayesian estimation of stochastic volatility in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013170523
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2
Stochastic volatility in mean : empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
-
2020
Persistent link: https://www.econbiz.de/10012435606
Saved in:
3
Stochastic volatility in mean : empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 272-286
Persistent link: https://www.econbiz.de/10012655392
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