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~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Asai, Manabu"
~person:"Scaillet, Olivier"
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Search: subject:"Monte Carlo method"
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Monte Carlo simulation
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2
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2
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2
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Asai, Manabu
Scaillet, Olivier
Robert, Christian P.
10
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6
Dufour, Jean-Marie
6
Chopin, Nicolas
5
Dijk, Herman K. van
5
Li, Yong
5
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Zakoïan, Jean-Michel
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3
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2
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Clark, Todd E.
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Econometric Institute research papers
5
Discussion paper / Tinbergen Institute
4
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
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TI 2017-038/III Tinbergen Institute Discussion Paper
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ECONIS (ZBW)
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Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
3
A fast subsampling method for nonlinear dynamic models
Hong, Han
;
Scaillet, Olivier
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
Saved in:
4
A fast subsampling method for nonlienar dynamic models
Hong, Han
;
Scaillet, Olivier
;
Tamer, Elie T.
-
2001
Persistent link: https://www.econbiz.de/10001637975
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