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1
Multivariate stochastic
volatility
models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Volatility
co-movement and the great moderation : an empirical analysis
Mumtaz, Haroon
;
Theodoridis, Konstantinos
-
2016
volatility
of US and UK GDP growth appears to have become increasingly correlated in the recent past. …
Persistent link: https://www.econbiz.de/10011554403
Saved in:
3
MCMC based estimation of term structure models
Mikkelsen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001634331
Saved in:
4
Asymmetries in bank lending behaviour : Austria during the 1990s
Kaufmann, Sylvia
-
2002
Persistent link: https://www.econbiz.de/10001649528
Saved in:
5
Is there an asymmetric effect of monetary policy over time? : A Bayesian analysis using Austrian data
Kaufmann, Sylvia
-
2001
Persistent link: https://www.econbiz.de/10001581951
Saved in:
6
Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
Persistent link: https://www.econbiz.de/10009011936
Saved in:
7
Affine mortality models with jumps : parameter estimation and forecasting
Garces, Len Patrick Dominic M.
;
Kolar, Jovana
;
Sherris, …
-
2022
Persistent link: https://www.econbiz.de/10013534309
Saved in:
8
An Augmented Variable Dirichlet Process Mixture model for the analysis of dependent lifetimes
Ungolo, Francesco
-
2023
Persistent link: https://www.econbiz.de/10014458810
Saved in:
9
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
-
2021
Persistent link: https://www.econbiz.de/10012604814
Saved in:
10
The regime-switching
volatility
of euro area business cycles
Lhuissier, Stéphane
-
2015
Persistent link: https://www.econbiz.de/10011414173
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