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~person:"Garrafa-Aragón, Hernán B."
~subject:"Theorie"
~subject:"Volatility"
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Garrafa-Aragón, Hernán B.
Koopman, Siem Jan
34
Pesaran, M. Hashem
25
Dijk, Herman K. van
24
Tsionas, Efthymios G.
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Joshi, Mark S.
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Ravazzolo, Francesco
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Windmeijer, Frank
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Geweke, John
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Hendry, David F.
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Kilian, Lutz
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Nason, James Michael
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Dijk, Dick van
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Gil-Alaña, Luis A.
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
Saved in:
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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