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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Cavicchioli, Maddalena"
~person:"Di Sanzo, Silvestro"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Konjunktur"
~subject:"Markov chain Monte Carlo"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Markov chain Monte Carlo
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Cavicchioli, Maddalena
Di Sanzo, Silvestro
Bauwens, Luc
2
Casarin, Roberto
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Ma, Feng
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Osuntuyi, Anthony
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Uddin, Mohammed Gazi Salah
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Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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Journal of financial econometrics
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Markov switching GARCH models : higher order moments, kurtosis measures, and volatility evaluation in recessions and pandemic
Cavicchioli, Maddalena
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1772-1783
Persistent link: https://www.econbiz.de/10013540511
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2
A Markov switching long memory model of crude oil price return volatility
Di Sanzo, Silvestro
- In:
Energy economics
74
(
2018
),
pp. 351-359
Persistent link: https://www.econbiz.de/10011972860
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