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~isPartOf:"Applied economics"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Quantitative finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The journal of futures markets"
~person:"Dimitrakopoulos, Stefanos"
~subject:"Asymmetric stochastic volatility"
~subject:"Börsenkurs"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Theorie"
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Asymmetric stochastic volatility
Börsenkurs
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2
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Dimitrakopoulos, Stefanos
Asai, Manabu
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3
Aguilar, Jean-Philippe
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Applied economics
Econometrics : open access journal
Economics letters
International review of economics & finance : IREF
Quantitative finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of futures markets
Econometric reviews
1
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ECONIS (ZBW)
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Semiparametric Bayesian inference for time-varying parameter regression models with
stochastic
volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
2
The semiparametric asymmetric
stochastic
volatility
model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
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