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~person:"Osuntuyi, Anthony"
~subject:"ARCH model"
~subject:"Theorie"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
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Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
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Osuntuyi, Anthony
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2014
Persistent link: https://www.econbiz.de/10011629426
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Efficient Gibbs sampling for Markov switching GARCH models
Billio, Monica
;
Casarin, Roberto
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Osuntuyi, Anthony
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2012
Persistent link: https://www.econbiz.de/10011629073
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