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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Computational economics"
~person:"Cagnone, Silvia"
~person:"Choudhry, Taufiq"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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Volatility
ARCH model
Stochastischer Prozess
Estimation theory
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Cagnone, Silvia
Choudhry, Taufiq
Boubaker, Heni
2
Francq, Christian
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Horváth, Lajos
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Computational economics
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ECONIS (ZBW)
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Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
2
Adaptive quadrature for maximum likelihood estimation of a class of dynamic latent variable models
Cagnone, Silvia
;
Bartolucci, Francesco
- In:
Computational economics
49
(
2017
)
4
,
pp. 599-622
Persistent link: https://www.econbiz.de/10011762141
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