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~subject:"Schätzung"
~person:"Laurent, Sébastien"
~person:"Chan, Joshua"
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Laurent, Sébastien
Chan, Joshua
Liesenfeld, Roman
6
Beran, Jan
5
Gil-Alaña, Luis A.
5
Hoesli, Martin
4
Serrano, Camilo
4
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Aree Wiboonpongse
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
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1
International journal of forecasting
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ECONIS (ZBW)
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1
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
2
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
3
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2012
Persistent link: https://www.econbiz.de/10009515469
Saved in:
4
On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
Saved in:
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