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~person:"Liesenfeld, Roman"
~type_genre:"Advisory report"
~type_genre:"Forschungsbericht"
~type_genre:"Hochschulschrift"
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Efficient importance sampling in applied econometrics
Moura, Guilherme Valle
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2009
Persistent link: https://www.econbiz.de/10003963709
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Modeling and forecasting of realized covariance matrices of asset returns using state-space models
Hartkopf, Jan Patrick
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2021
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