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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Journal of econometrics"
~person:"Creal, Drew"
~person:"Kaufmann, Sylvia"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Creal, Drew
Kaufmann, Sylvia
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Journal of econometrics
International review of financial analysis
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High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
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K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?
Kaufmann, Sylvia
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 82-94
Persistent link: https://www.econbiz.de/10011498759
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