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Model-based measurement of latent risk in time series with...

Model-based measurement of latent risk in time series with applications

Frits Bijleveld, Jacques Commandeur, Phillip Gould, Siem Jan Koopman
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Volume:
171
Year:
2008
Language:
english
Pages:
13
DOI:
10.1111/j.1467-985x.2007.00496.x
File:
PDF, 610 KB
english, 2008
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