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isPartOf:"Journal of econometrics"
~isPartOf:"Review of derivatives research"
~person:"Chib, Siddhartha"
~source:"econis"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Volatility"
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Stochastic process
Stochastischer Prozess
Volatility
2
Volatilität
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1
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1
Markov chain
1
Markov-Kette
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Maximum likelihood estimation
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Chib, Siddhartha
Todorov, Viktor
11
Tauchen, George Eugene
8
McAleer, Michael
5
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4
Bollerslev, Tim
4
Andersen, Torben
3
Aït-Sahalia, Yacine
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Clark, Todd E.
3
Li, Jia
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Marcellino, Massimiliano
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Shephard, Neil G.
3
Xiu, Dacheng
3
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Amengual, Dante
2
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2
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2
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2
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2
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2
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Francq, Christian
2
Gallant, A. Ronald
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Jensen, Mark J.
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2
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2
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2
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2
Wang, Bin
2
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2
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2
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Journal of econometrics
Review of derivatives research
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
Computational economics
1
Economics discussion papers
1
Handbook of financial time series
1
Oxford Financial Research Centre economics series
1
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ECONIS (ZBW)
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Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
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2
Markov chain Monte Carlo methods for stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 281-316
Persistent link: https://www.econbiz.de/10001657610
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