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Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003850942
Saved in:
2
On marginal likelihood computation in change-point models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
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2009
Persistent link: https://www.econbiz.de/10003965962
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3
Bayesian non-linear modellings of the short term US interest rate : the help of non-parametric tools
Lubrano, Michel
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2000
Persistent link: https://www.econbiz.de/10001529419
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4
Bayesian analysis of long memory and persistence using ARFIMA models
Koop, Gary
(
contributor
)
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1995
Persistent link: https://www.econbiz.de/10000918205
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