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isPartOf:"Journal of econometrics"
~isPartOf:"Working paper"
~language:"eng"
~person:"Dufour, Jean-Marie"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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Dufour, Jean-Marie
McAleer, Michael
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Asai, Manabu
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Tauchen, George Eugene
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Yu, Jun
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Journal of econometrics
Working paper
Econometric analysis of financial and economic time series ; part a
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
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ECONIS (ZBW)
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Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
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2
Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models
Dufour, Jean-Marie
;
Valéry, Pascale
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 193-206
Persistent link: https://www.econbiz.de/10003858526
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