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~isPartOf:"Annals of economics and finance"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Lee, Chien-chiang"
~person:"Li, Yong"
~person:"Stiglitz, Joseph E."
~subject:"Aktienmarkt"
~subject:"Stochastic volatility models"
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Fabozzi, Frank J.
Lee, Chien-chiang
Li, Yong
Stiglitz, Joseph E.
Gong, Liutang
2
Yu, Jun
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Bahri, Dhikra
1
Bailey, Warren
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Annals of economics and finance
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International review of financial analysis
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Finance research letters
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An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
2
Modeling volatility for the Chinese equity markets
Fabozzi, Frank J.
;
Tunaru, Radu
;
Wu, Tony
- In:
Annals of economics and finance
5
(
2004
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10002155277
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