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person:"Rombouts, Jeroen V. K."
~isPartOf:"CREATES research paper"
~isPartOf:"The econometrics journal"
~person:"Francq, Christian"
~subject:"Markov-Kette"
~subject:"Volatilität"
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Rombouts, Jeroen V. K.
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Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009382620
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2
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
;
Preminger, Arie
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10003978517
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