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~person:"Marcellino, Massimiliano"
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Search: subject_exact:"SABR model"
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Bayes-Statistik
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Forecasting model
4
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Stochastic volatility
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Marcellino, Massimiliano
McAleer, Michael
17
Clark, Todd E.
14
Asai, Manabu
13
Huber, Florian
12
McCracken, Michael W.
8
Mertens, Elmar
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Chang, Chia-Lin
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Diebold, Francis X.
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Carriero, Andrea
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Reif, Magnus
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Yang, Nian
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Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2014
Persistent link: https://www.econbiz.de/10010403081
Saved in:
2
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2014
Persistent link: https://www.econbiz.de/10010406729
Saved in:
3
Have standard VARS remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011862290
Saved in:
4
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2016
Persistent link: https://www.econbiz.de/10011571317
Saved in:
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