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Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
2
Stochastic volatility : univariate and multivariate extensions
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
Persistent link: https://www.econbiz.de/10000918910
Saved in:
3
Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
Saved in:
4
A useful multivariate stochastic integration result
Dhrymes, Phoebus J.
-
1995
Persistent link: https://www.econbiz.de/10000937567
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5
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
6
Efficiency gains from quasi-differencing under nonstationarity
Phillips, Peter C. B.
;
Lee, Chin Chin
-
1996
Persistent link: https://www.econbiz.de/10001589738
Saved in:
7
Extremes of multidimensional stationary diffusion processes and applications in finance
Kunz, Andreas
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001763100
Saved in:
8
A range-based multivariate model for exchange rate volatility
Tims, Ben
(
contributor
);
Mahieu, Ronald J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765941
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9
A stochastic model for multivariate surveillance of infectious diseases
Hofmann, Mathias
(
contributor
);
Höhle, Michael
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002638729
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10
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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