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~isPartOf:"The econometrics journal"
~person:"Barigozzi, Matteo"
~person:"Meyer, Renate"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Barigozzi, Matteo
Meyer, Renate
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The econometrics journal
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Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
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2
Stochastic volatility : Bayesian computation using automatic differentiation and the extended Kalman filter
Meyer, Renate
;
Fournier, David A.
;
Berg, Andreas
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 408-420
Persistent link: https://www.econbiz.de/10001831283
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