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~person:"McAleer, Michael"
~person:"Belke, Ansgar"
~subject:"Schätzung"
~subject:"ARCH model"
~isPartOf:"Computational economics"
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McAleer, Michael
Belke, Ansgar
Chen, Cathy W. S.
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Asai, Manabu
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Ftiti, Zied
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Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
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