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~isPartOf:"Applied economics"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"El-Khatib, Youssef"
~person:"Gomes, Fábio A."
~person:"Kim, Jong-Min"
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
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El-Khatib, Youssef
Gomes, Fábio A.
Kim, Jong-Min
Asai, Manabu
3
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2
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1
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Applied economics
Econometrics : open access journal
International review of economics & finance : IREF
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics letters
1
Computational management science
1
Finance research letters
1
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ECONIS (ZBW)
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Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
A hybrid
stochastic
volatility
model in a Lévy market
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 220-235
Persistent link: https://www.econbiz.de/10014424191
Saved in:
3
A new generalized volatility proxy via the
stochastic
volatility
model
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
49
(
2017
)
23
,
pp. 2259-2268
Persistent link: https://www.econbiz.de/10011817347
Saved in:
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