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subject:"Volatilität"
~isPartOf:"ANU working papers in economics and econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Markov chain"
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State correlation and forecasting : a Bayesian approach using unobserved components models
Uzeda, Luis
-
2016
Persistent link: https://www.econbiz.de/10011499847
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2
Gibbs samplers for VARMA and its extensions
Chan, Joshua C. C.
;
Eisenstat, Eric
-
2013
Persistent link: https://www.econbiz.de/10009711161
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3
Forecasting foreign exchange volatility : why is implied volatility biased and inefficient? ; and does it matter?
Neely, Christopher J.
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 188-205
Persistent link: https://www.econbiz.de/10003797288
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4
Long-memory dynamics in a SETAR model : applications to stock markets
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Journal of international financial markets, …
15
(
2005
)
5
,
pp. 391-406
Persistent link: https://www.econbiz.de/10003270564
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