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~isPartOf:"Economics letters"
~isPartOf:"Working paper"
~person:"Ayala, Astrid"
~person:"Baum, Christopher F."
~subject:"USA"
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Ayala, Astrid
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Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012100535
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2
Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012100546
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3
Long-term dependence in stock returns
Barkoulas, John T.
- In:
Economics letters
53
(
1996
)
3
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pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
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