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~person:"Garrafa-Aragón, Hernán B."
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Garrafa-Aragón, Hernán B.
Koopman, Siem Jan
55
Dijk, Herman K. van
45
Joshi, Mark S.
42
Pesaran, M. Hashem
39
Kapetanios, George
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Reed, W. Robert
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Tsionas, Efthymios G.
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McAleer, Michael
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Westerlund, Joakim
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Dufour, Jean-Marie
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Pfaffermayr, Michael
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Stentoft, Lars
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Zhang, Xibin
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Asai, Manabu
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Bos, Charles S.
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Schorfheide, Frank
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Casarin, Roberto
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Chib, Siddhartha
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Frühwirth-Schnatter, Sylvia
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Hoogerheide, Lennart
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Kano, Takashi
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Kleijnen, Jack P. C.
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Klein, Martin
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Scaillet, Olivier
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Schoenmakers, John
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Belomestny, Denis
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Chiarella, Carl
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Koop, Gary
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Martin, Gael M.
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Oberhofer, Harald
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Ravazzolo, Francesco
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Urga, Giovanni
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Caporale, Guglielmo Maria
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Dijk, Dick van
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Kohn, Robert
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Lucas, André
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Peters, Gareth
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Shevchenko, Pavel V.
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Strachan, Rodney W.
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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
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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