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~subject:"Kalman Filter"
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Kalman Filter
European industry portfolios
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bivariate t-GARCH
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efficient Monte Carlo likelihood
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Mergner, Sascha
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Applications of Advanced Time Series Models to Analyze the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios ; Anwendungen moderne...
Mergner, Sascha
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2008
Persistent link: https://www.econbiz.de/10010353162
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