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~person:"Rodriguez, Gabriel"
~subject:"Stochastischer Prozess"
~type_genre:"Arbeitspapier"
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Rodriguez, Gabriel
McAleer, Michael
19
Hafner, Christian M.
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Bos, Charles S.
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Chang, Chia-Lin
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Martinet, Guillaume Gaetan
5
Bauwens, Luc
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Kilian, Lutz
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Asai, Manabu
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Dijk, Herman K. van
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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
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
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