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~subject:"Volatility"
~person:"Garrafa-Aragón, Hernán B."
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Volatility
Markov chain
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Monte Carlo simulation
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Riemannian Manifold Hamiltonian Monte Carlo
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Stochastic Volatility in Mean
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Garrafa-Aragón, Hernán B.
Koopman, Siem Jan
17
Asai, Manabu
13
McAleer, Michael
13
Forbes, Catherine Scipione
9
Martin, Gael M.
9
Maneesoonthorn, Worapree
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Omori, Yasuhiro
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Chiarella, Carl
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Scharth, Marcel
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Bannouh, Karim
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Kang, Boda
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León-González, Roberto
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Nakajima, Jouchi
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Oosterlee, Cornelis W.
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Rodrigues, Paulo Jorge Maurício
5
Scaillet, Olivier
5
Seeger, Norman
5
Bos, Charles S.
4
Chang, Chia-Lin
4
Dufour, Jean-Marie
4
Grzelak, Lech A.
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Ignatieva, Ekaterina
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Jensen, Mark J.
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Lucas, André
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Martens, Martin
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Rodriguez, Gabriel
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Yamauchi, Yuta
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Abanto-Valle, Carlos A.
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Audrino, Francesco
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Bajgrowicz, Pierre
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Baldeaux, Jan
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Barra, Istvan
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Baruník, Jozef
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Bognanni, Mark
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Bollerslev, Tim
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Chan, Joshua
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Dijk, Dick van
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Dimitrakopoulos, Stefanos
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Doucet, Arnaud
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Approximate Bayesian estimation of stochastic volatility in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013170523
Saved in:
2
Stochastic volatility in mean : empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
-
2020
Persistent link: https://www.econbiz.de/10012435606
Saved in:
3
Stochastic volatility in mean : empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 272-286
Persistent link: https://www.econbiz.de/10012655392
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