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~isPartOf:"EUI working paper / ECO"
~isPartOf:"Journal of econometrics"
~person:"Clark, Todd E."
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"USA"
~subject:"VAR-Modell"
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Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
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