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subject:"Estimation"
~isPartOf:"Working papers"
~person:"Billio, Monica"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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Billio, Monica
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Efficient Gibbs sampling for Markov switching GARCH models
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2012
Persistent link: https://www.econbiz.de/10011629073
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