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~person:"Garrafa-Aragón, Hernán B."
~subject:"Volatility"
~subject:"Zustandsraummodell"
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Garrafa-Aragón, Hernán B.
Koopman, Siem Jan
35
Asai, Manabu
13
McAleer, Michael
13
Forbes, Catherine Scipione
11
Martin, Gael M.
11
Lucas, André
10
Omori, Yasuhiro
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Scharth, Marcel
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Maneesoonthorn, Worapree
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Audrino, Francesco
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Chiarella, Carl
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Nakajima, Jouchi
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Bos, Charles S.
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Fernández-Villaverde, Jesús
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Kang, Boda
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León-González, Roberto
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Lux, Thomas
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Ooms, Marius
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Oosterlee, Cornelis W.
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Rodrigues, Paulo Jorge Maurício
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Scaillet, Olivier
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Seeger, Norman
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Yamauchi, Yuta
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Barra, István
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Chan, Joshua
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Chang, Chia-Lin
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Corsi, Fulvio
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Creal, Drew
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Dimitrakopoulos, Stefanos
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Dufour, Jean-Marie
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Frederiksen, Per
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Grzelak, Lech A.
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Ignatieva, Ekaterina
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Jensen, Mark J.
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Jungbacker, Borus
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Kapetanios, George
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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
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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
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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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