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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~person:"Bauwens, Luc"
~person:"Gallo, Giampiero M."
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Search: subject_exact:"ARCH model"
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3
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Bauwens, Luc
Gallo, Giampiero M.
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Discussion paper / Department of Economics, University of California San Diego
Economic modelling
Journal of empirical finance
CORE discussion papers : DP
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5
CORE discussion paper : DP
4
International journal of forecasting
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ECONIS (ZBW)
5
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1
On the asymmetric impact of macro-variables on volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Gallo, Giampiero M.
- In:
Economic modelling
76
(
2019
),
pp. 135-152
Persistent link: https://www.econbiz.de/10012198276
Saved in:
2
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
3
Volatility estimation via hidden Markov models
Rossi, Alessandro
;
Gallo, Giampiero M.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10003296949
Saved in:
4
Bayesian option pricing using asymmetric GARCH models
Bauwens, Luc
;
Lubrano, Michel
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705439
Saved in:
5
Interest rate volatility regimes and exchange rate behavior in a target zone
Avesani, Renzo G.
;
Gallo, Giampiero M.
-
1999
Persistent link: https://www.econbiz.de/10001441355
Saved in:
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