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~isPartOf:"Journal of emerging market finance"
~isPartOf:"Working paper series"
~person:"Gupta, Rangan"
~person:"Kohn, Robert"
~person:"Maheswaran, S."
~subject:"Markov-Kette"
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Search: subject_exact:"Hidden Markov model"
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Markov-Kette
Markov chain
4
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3
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3
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2
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2
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Monte Carlo simulation
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Gupta, Rangan
Kohn, Robert
Maheswaran, S.
DomĂnguez, Alvaro
2
Sakamoto, Hiroshi
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Abid, Fathi
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Anguyo, Francis Leni
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Aumond, Romain
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Aye, Goodness C.
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Journal of emerging market finance
Working paper series
Department of Economics working paper series
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ECONIS (ZBW)
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Modelling the paradox in stock markets by variance ratio volatility estimator that utilises extreme values of asset prices
Shaik, Muneer
;
Maheswaran, S.
- In:
Journal of emerging market finance
15
(
2016
)
3
,
pp. 333-361
Persistent link: https://www.econbiz.de/10011691166
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2
Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Modise, Mampho P.
- In:
Journal of emerging market finance
14
(
2015
)
2
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
Saved in:
3
Nonparametric seemingly unrealted regression
Smith, Michael S.
;
Kohn, Robert
-
1999
Persistent link: https://www.econbiz.de/10001442291
Saved in:
4
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen
;
Kohn, Robert
;
Sheather, Simon J.
-
1993
Persistent link: https://www.econbiz.de/10000861202
Saved in:
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