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~isPartOf:"Boston College working papers in economics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Markov chain"
~subject:"Measurement"
~type_genre:"Working Paper"
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Markov chain
Measurement
Volatility
21
Volatilität
21
Theorie
15
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10
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10
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6
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Conlon, Christopher T.
2
Mortimer, Julie Holland
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Andersen, Torben
1
Baum, Christopher F.
1
Bollerslev, Tim
1
Calvet, Laurent E.
1
Chen, Liyuan
1
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1
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1
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Boston College working papers in economics
Technical working paper / National Bureau of Economic Research
Discussion paper / Tinbergen Institute
9
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8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
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8
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SSE EFI working paper series in economics and finance
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2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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1
Leverage effects and stochastic
volatility
in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
-
2018
Persistent link: https://www.econbiz.de/10011891048
Saved in:
2
Demand estimation under incomplete product availability
Conlon, Christopher T.
;
Mortimer, Julie Holland
-
2014
Persistent link: https://www.econbiz.de/10011293872
Saved in:
3
Demand estimation under incomplete product availability
Conlon, Christopher T.
;
Mortimer, Julie Holland
-
2010
Persistent link: https://www.econbiz.de/10010212809
Saved in:
4
Volatility
comovement : a multifrequency approach
Calvet, Laurent E.
;
Fisher, Adlai J.
;
Thompson, Samuel B.
-
2004
Persistent link: https://www.econbiz.de/10002195944
Saved in:
5
Parametric and nonparametric
volatility
measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2002
Persistent link: https://www.econbiz.de/10001689115
Saved in:
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