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~isPartOf:"Econometric Institute Research Papers"
~person:"Mahieu, Ronald"
~source:"repec"
~subject:"stochastic volatility"
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stochastic volatility
Bayesian decision making
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GARCH
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Econometric modelling
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econometric modelling
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Mahieu, Ronald
Bos, Charles
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Franses, Philip Hans
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van Dijk, Herman K.
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van der Leij, van der Leij, M.J.
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Daily exchange rate behaviour and hedging of currency risk
Bos, Charles
;
Mahieu, Ronald
;
van Dijk, Herman K.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
1999
Carlo methods. The effects of several model characteristics (unit roots,
GARCH
, stochastic volatility, heavy tailed …
Persistent link: https://www.econbiz.de/10010731646
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