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Modelling time-varying volatility spillovers across crises : evidence from major commodity futures and the US stock market
Ramesh, Shietal
;
Low, Rand Kwong Yew
;
Faff, Robert W.
- In:
Energy economics
143
(
2025
),
pp. 1-31
Persistent link: https://www.econbiz.de/10015555450
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Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach
Zhang, Rong
;
Inder, Brett A.
;
Zhang, Xibin
-
Department of Econometrics and Business Statistics, …
-
2012
We present a
Bayesian
sampling
approach to parameter estimation in a discrete-response model with double rules of …
Persistent link: https://www.econbiz.de/10009650967
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