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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"GRIPS discussion papers"
~person:"Andersen, Torben"
~person:"Chan, Joshua"
~person:"Craig, Ben R."
~type_genre:"Arbeitspapier"
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Volatilität
Co-heteroscedasticity
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Estimation
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Estimation theory
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Flexible Parametric Model
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Gibbs Sampling
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Markov Chain Monte Carlo
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Andersen, Torben
Chan, Joshua
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Leon-Gonzalez, Roberto
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Doucet, Arnaud
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
2
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
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