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~language:"eng"
~person:"Bekierman, Jeremias"
~person:"Gomes, Fábio A."
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
Capital income
Kapitaleinkommen
Stochastic process
Theorie
Stochastischer Prozess
4
Volatility
4
Volatilität
4
Estimation
3
Schätzung
3
Theory
3
Brasilien
2
Brazil
2
efficient importance sampling
2
stochastic volatility
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Brazilian economy
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Markov switching
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Bekierman, Jeremias
Gomes, Fábio A.
Escobar, Marcos
18
Cui, Zhenyu
11
Todorov, Viktor
10
Asai, Manabu
9
McAleer, Michael
9
Mumtaz, Haroon
9
Tauchen, George Eugene
9
Cross, Jamie
8
Nguyen, Duy
8
Rodriguez, Gabriel
8
Chan, Joshua
7
Poon, Aubrey
7
Takahashi, Akihiko
7
Vives, Josep
7
Fabozzi, Frank J.
6
Kirkby, J. Lars
6
Li, Jia
6
Li, Yong
6
Pospíšil, Jan
6
Zhang, Jin E.
6
Alòs, Elisa
5
Andersen, Torben
5
Fouque, Jean-Pierre
5
Gupta, Rangan
5
Ignatieva, Ekaterina
5
Karlsson, Sune
5
Kim, Jeong-Hoon
5
Laurini, Márcio Poletti
5
Li, Chenxu
5
Lorig, Matthew
5
Račev, Svetlozar T.
5
Sircar, Kaushik Ronnie
5
Sobotka, Tomáš
5
Wong, Hoi Ying
5
Ziveyi, Jonathan
5
Aguilar, Jean-Philippe
4
Arai, Takuji
4
Cheng, Yuyang
4
Clark, Todd E.
4
Funahashi, Hideharu
4
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Applied economics
1
Applied economics letters
1
Journal of financial econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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1
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
Geopolitical risk shocks and the Brazilian economy
Barros Júnior, Fernando Antônio de
;
Gomes, Fábio A.
; …
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2803-2807
Persistent link: https://www.econbiz.de/10014369477
Saved in:
3
A mixed frequency
stochastic
volatility
model for intraday stock market returns
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 496-530
Persistent link: https://www.econbiz.de/10012654963
Saved in:
4
Estimating
stochastic
volatility
models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
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