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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:"Haag, Berthold R."
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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Cagnone, Silvia
Haag, Berthold R.
Boubaker, Heni
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Computational economics
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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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2
Inequality constraints in the fractionally integrated GARCH model
Conrad, Christian A.
;
Haag, Berthold R.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 413-449
Persistent link: https://www.econbiz.de/10003354107
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