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~person:"Cavicchioli, Maddalena"
~subject:"ARCH-Modell"
~subject:"Optionspreistheorie"
~subject:"Stochastischer Prozess"
~subject:"USA"
~subject:"VAR-Modell"
~type_genre:"Conference paper"
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Search: subject_exact:"Markovsche Kette"
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Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
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Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 59-72)
.
2017
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