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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~person:"Bauwens, Luc"
~person:"Christensen, Bent Jesper"
~person:"Gallo, Giampiero M."
~subject:"Markov chain"
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Bauwens, Luc
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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
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