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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~isPartOf:"Risks : open access journal"
~person:"Dalla, Violetta"
~person:"Hock, Thorsten"
~person:"Lee, Cheol Woo"
~subject:"Bayesian inference"
~type_genre:"Government document"
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Volatility
Bayesian inference
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Dalla, Violetta
Hock, Thorsten
Lee, Cheol Woo
Tsiotas, Georgios
2
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Journal of empirical finance
Quantitative finance
Risks : open access journal
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Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
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