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~isPartOf:"Journal of econometrics"
~person:"Chiarella, Carl"
~person:"Marcellino, Massimiliano"
~person:"Nguyen, Duy"
~subject:"Estimation"
~subject:"Volatilität"
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Search: subject_exact:"Brownian bridge"
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Volatilität
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Chiarella, Carl
Marcellino, Massimiliano
Nguyen, Duy
Todorov, Viktor
11
Tauchen, George Eugene
8
McAleer, Michael
5
Asai, Manabu
4
Bollerslev, Tim
4
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Aït-Sahalia, Yacine
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Carriero, Andrea
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Journal of econometrics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Federal Reserve Bank of Cleveland working paper series
5
Discussion papers / CEPR
4
International journal of theoretical and applied finance
3
Quantitative Finance Research Centre Research Paper
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European journal of operational research : EJOR
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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The Oxford handbook of computational economics and finance
2
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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Annals of Finance, Forthcoming
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Applied Mathematics and Computation, Forthcoming
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Energy economics
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Finance research letters
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Handbook of computational economics : volume 3
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Handbook of computational economics ; Volume 3
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International journal of financial engineering
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Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
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Temi di discussione / Banca d'Italia
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ECONIS (ZBW)
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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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2
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
3
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
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