Erkki Silde und Andre Lucas - Info zur Person

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Stationarity and Ergodicity Regions for Score IDEAS/RePEc

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von F Blasques · · Zitiert von: 1 — Francisco Blasques. (VU University Amsterdam) · Andre Lucas. (VU University Amsterdam) · Erkki Silde. (VU University Amsterdam, and Duisenberg school of finance). von F Blasques · · Zitiert von: 7 — Erkki Silde. Registered: · Francisco A. A. Blasques · Andre Lucas. Abstract. We describe stationarity and ergodicity (SE) regions for a recently proposed class ... › tin › wpaper › taf › emetrv

Stationarity and Ergodicity Regions for Score Driven Google Books

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Contributors, Andre Lucas, Erkki Silde. Publisher, SSRN, Length, 22 pages. Export Citation, BiBTeX EndNote RefMan ... › about

Fall Interview with Elhanan Helpman - Sebastian Buhai

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von LF Econometrics · — Francisco Blasques, André Lucas, VU, Erkki Silde, VU, and. Duisenberg school of finance, Stationarity and Ergodicity. Regions for Score Driven Dynamic ... › TI_Magazine_27

Alle Infos zum Namen "Erkki Silde"

DataCite Search

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Francisco Blasques, André Lucas & Erkki Silde. Journal Contribution published via Taylor & Francis. We describe stationarity and ergodicity (SE) ... › works

Research - Francisco Blasques

www.fblasques.com

(2018) Joint work with Andre Lucas and Erkki Silde. working paper published paper. "Time Varying Transition Probabilites for Markov Regime Switching Models" › resear...

List of claimed publications

sociorepec.org

1, Francisco Blasques; AndrÃ© Lucas; Erkki Silde A stochastic recurrence , Francisco Blasques; Andre Lucas; Erkki Silde Stationarity and Ergodicity ...

PhD students Andre Lucas Home

personal.vu.nl

Erkki Silde (MPhil), Asset pricing and financial econometrics (starting), co-supervised with Francisco Blasques. Marcin Zamojski (MPhil), Asset pricing, hedge ...

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Erkki Silde und Andre Lucas Person-Info