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person:"Kim, Jerim"
~person:"Sentana, Enrique"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
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Kim, Jerim
Sentana, Enrique
Beaudry, Paul
5
Fiorentini, Gabriele
5
Galesi, Alessandro
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1
A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2016
Persistent link: https://www.econbiz.de/10011799265
Saved in:
2
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011796062
Saved in:
3
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408301
Saved in:
4
A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408285
Saved in:
5
A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 249-279
Persistent link: https://www.econbiz.de/10012110263
Saved in:
6
Valuation of power options under Heston’s stochastic volatility model
Kim, Jerim
;
Kim, Bara
;
Moon, Kyoung-sook
;
Wee, In-suk
- In:
Journal of economic dynamics & control
36
(
2012
)
11
,
pp. 1796-1813
Persistent link: https://www.econbiz.de/10009701929
Saved in:
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