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~isPartOf:"Journal of time series econometrics"
~subject:"Capital income"
~subject:"Schätzung"
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A hybrid data cloning maximum likelihood estimator for stochastic volatility models
Laurini, Márcio Poletti
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 193-229
Persistent link: https://www.econbiz.de/10010225441
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