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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"Paccagnini, Alessia"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Estimation"
~subject:"Markov chain"
~subject:"Markov-Kette"
~subject:"Time varying parameters"
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Zeitreihenanalyse
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Time varying parameters
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Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
Paccagnini, Alessia
Spanos, Aris
Harvey, David I.
6
Leybourne, Stephen James
6
Taylor, Robert
6
Chan, Joshua
4
Horváth, Lajos
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Dufays, Arnaud
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Herwartz, Helmut
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Li, Wai Keung
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Marcellino, Massimiliano
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McElroy, Tucker
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Wang, Shixuan
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Yamauchi, Yuta
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Astill, Sam
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Audrino, Francesco
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Baillie, Richard
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Bauwens, Luc
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Camacho, Maximo
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Carrasco, Marine
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Cavaliere, Giuseppe
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Cho, Dooyeon
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Demetrescu, Matei
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Gao, Jiti
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Gribisch, Bastian
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Hotta, Luiz K.
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Jawadi, Fredj
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Kleppe, Tore Selland
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Lee, Tae-hwy
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Liesenfeld, Roman
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Lopes, Hedibert Freitas
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Maasoumi, Esfandiar
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McAleer, Michael
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Omori, Yasuhiro
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CAMA working paper series
Econometric reviews
Economic research paper / Loughborough University, Department of Economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
International journal of forecasting
2
Journal of applied econometrics
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Journal of commodity markets
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Journal of economic dynamics & control
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1
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
2
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
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