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type_genre:"Arbeitspapier"
~person:"Casarin, Roberto"
~subject:"ARCH-Modell"
~subject:"Factor analysis"
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Casarin, Roberto
McAleer, Michael
39
Chang, Chia-Lin
21
Koopman, Siem Jan
19
Pesaran, M. Hashem
17
Hafner, Christian M.
15
Härdle, Wolfgang
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Marcellino, Massimiliano
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Bauwens, Luc
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Herwartz, Helmut
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Kapetanios, George
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Lucas, André
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Fiorentini, Gabriele
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Gupta, Rangan
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Paolella, Marc S.
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Sentana, Enrique
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Teräsvirta, Timo
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Audrino, Francesco
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Eickmeier, Sandra
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Francq, Christian
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Linton, Oliver
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Lütkepohl, Helmut
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Mittnik, Stefan
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Trojani, Fabio
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Weidner, Martin
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Zakoïan, Jean-Michel
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Barigozzi, Matteo
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Chen, Liang
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Chudik, Alexander
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Dolado, Juan J.
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Engle, Robert F.
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Gonzalo, Jesús
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Hallin, Marc
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Heckman, James J.
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Polasek, Wolfgang
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Schumacher, Christian
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Billio, Monica
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Conrad, Christian
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Forni, Mario
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A scoring rule for factor and autoregressive models under misspecification
Casarin, Roberto
;
Corradin, Fausto
;
Ravazzolo, Francesco
; …
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2018
Persistent link: https://www.econbiz.de/10011956868
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2
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2014
Persistent link: https://www.econbiz.de/10011629426
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3
Efficient Gibbs sampling for Markov switching GARCH models
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
-
2012
Persistent link: https://www.econbiz.de/10011629073
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