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person:"Kapetanios, George"
~isPartOf:"Journal of empirical finance"
~person:"Maravall Herrero, Agustín"
~person:"Swanson, Norman R."
~source:"econis"
~subject:"Kalman filter"
~subject:"Maximum likelihood estimation"
~subject:"Theory"
~subject:"Volatilität"
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Kalman filter
Maximum likelihood estimation
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Volatilität
Time series analysis
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Kapetanios, George
Maravall Herrero, Agustín
Swanson, Norman R.
Kim, Chang-Jin
2
Nelson, Charles R.
2
Phillips, Peter C. B.
2
Santucci de Magistris, Paolo
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Chen Zhou
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Journal of empirical finance
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Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
2
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
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