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Bolduc, D., Khalaf, L., Moyneur, E. Identification-robust simulation-based inference in joint discrete/continuous models for energy markets. Comput. Statist. Data Anal. 52 (6), 3148-3161.
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Bolduc, D., Khalaf, L., Moyneur, E. Identification-robust simulation-based inference in joint discrete/continuous models for energy markets. Comput. Statist. Data Anal. 52 (6), 3148-3161.
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Creal, D.D. Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models. Comput. Statist. Data Anal. 52 (6), 2863-2876.
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Debón, A., Montes, F., Mateu, J., Porcu, E., Bevilacqua, M. Modelling residuals dependence in dynamic life tables: a geostatistical approach. Comput. Statist. Data Anal. 52 (6), 3128-3147.
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Francq, C., Zakoïan, J.-M. Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference. Comput. Statist. Data Anal. 52 (6), 3027-3046.
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Francq, C., Zakoïan, J.-M. Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference. Comput. Statist. Data Anal. 52 (6), 3027-3046.
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Gallegati, M. Wavelet analysis of stock returns and aggregate economic activity. Comput. Statist. Data Anal. 52 (6), 3061-3074.
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Gallo, G.M., Otranto, E. Volatility spillovers, interdependence and comovements: a Markov switching approach. Comput. Statist. Data Anal. 52 (6), 3011-3026.
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Giet, L., Lubrano, M. A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models. Comput. Statist. Data Anal. 52 (6), 2945-2965.
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Giet, L., Lubrano, M. A minimum Hellinger distance estimator for stochastic differential equations: an application to statistical inference for continuous time interest rate models. Comput. Statist. Data Anal. 52 (6), 2945-2965.
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Valle, L.D., Giudici, P. A Bayesian approach to estimate the marginal loss distributions in operational risk management. Comput. Statist. Data Anal. 52 (6), 3107-3127.
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