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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"CORE discussion papers : DP"
~person:"Behrens, Kristian"
~person:"Dufays, Arnaud"
~subject:"Developing countries"
~subject:"Estimation"
~subject:"Markov chain"
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ECONIS (ZBW)
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A new approach to volatility modeling : the high-dimensional Markov Model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
-
2016
Persistent link: https://www.econbiz.de/10011894434
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2
Specific Markov-switching behaviour for ARMA parameters
Carpantier, Jean-François
;
Dufays, Arnaud
-
2014
Persistent link: https://www.econbiz.de/10010385182
Saved in:
3
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009504878
Saved in:
4
Do rent-seeking and interregional transfers contribute to urban primacy in sub-Saharan Africa?
Behrens, Kristian
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003402452
Saved in:
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