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person:"Rombouts, Jeroen V. K."
~isPartOf:"CREATES research paper"
~person:"Amado, Cristina"
~person:"Francq, Christian"
~subject:"Markov-Kette"
~subject:"Modellierung"
~subject:"Volatilität"
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Rombouts, Jeroen V. K.
Amado, Cristina
Francq, Christian
Teräsvirta, Timo
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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
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779696
Saved in:
3
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
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