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~institution:"Centre for Quantitative Economics & Computing"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
~institution:"Umeå Universitet / Institutionen för Nationalekonomi"
~institution:"University of Chicago / Graduate School of Business"
~subject:"Multivariate Analyse"
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Jacquier, Eric
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Centre for Quantitative Economics & Computing
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
Umeå Universitet / Institutionen för Nationalekonomi
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Econometrisch Instituut <Rotterdam>
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Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
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1995
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Rev
Persistent link: https://www.econbiz.de/10000925647
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Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000899156
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