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subject:"Panel"
~institution:"University of Chicago / Graduate School of Business"
~subject:"ARCH model"
~subject:"Monte-Carlo-Simulation"
~subject:"Time series analysis"
~subject:"Volatility"
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Ekonomiska forskningsinstitutet <Stockholm>
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Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
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1995
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Rev
Persistent link: https://www.econbiz.de/10000925647
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2
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000899156
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3
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000899157
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