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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Economics letters"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"Working paper series"
~person:"Grassi, Stefano"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Maximum likelihood estimation"
~subject:"Regressionsanalyse"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
~type_genre:"Sammelwerk"
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Grassi, Stefano
Kohn, Robert
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Sheather, Simon J.
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CREATES research paper
Econometric theory
Economics letters
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Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
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Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
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When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
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