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~person:"Alvaro, Dennis"
~subject:"Economic models"
~subject:"Estimation"
~subject:"Volatility"
~subject:"central bank"
~type_genre:"Aufsatz in Zeitschrift"
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Alvaro, Dennis
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Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts
Alvaro, Dennis
;
Guillén, Ángel
;
Rodriguez, Gabriel
- In:
Review of world economics
153
(
2017
)
1
,
pp. 71-103
Persistent link: https://www.econbiz.de/10011889303
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