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source:"econis"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Risks : open access journal"
~isPartOf:"The econometrics journal"
~person:"Barigozzi, Matteo"
~subject:"Estimation"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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International journal of theoretical and applied finance
Risks : open access journal
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Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
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