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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~person:"Dijk, Herman K. van"
~person:"Gupta, Rangan"
~subject:"Markov chain"
~subject:"Volatility"
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Dijk, Herman K. van
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Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
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