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  • Search: subject:"threshold quantile model with GARCH effects"
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ARCH model 1 ARCH-Modell 1 Bayes-Statistik 1 Bayesian MCMC methods 1 Bayesian inference 1 Capital income 1 Estimation 1 Handelsvolumen der Börse 1 Kapitaleinkommen 1 Markov chain 1 Markov-Kette 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Regression analysis 1 Regressionsanalyse 1 Schätzung 1 Theorie 1 Theory 1 Trading volume 1 Volatility 1 Volatilität 1 abnormal trading volume 1 intraday returns 1 posterior odds ratio 1 threshold quantile model with GARCH effects 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Asai, Manabu 1 Chen, Cathy W. S. 1 Dong, Manh Cuong 1
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International journal of finance & economics : IJFE 1
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ECONIS (ZBW) 1
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Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong; Chen, Cathy W. S.; Asai, Manabu - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 981-995
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