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Publications by Charles S. Bos
Long Memory and Level Shifts: Re-Analyzing Inflation Rates
Empirical Economics
Statistics
Probability
Economics
Econometrics
Mathematics
Social Sciences
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
SSRN Electronic Journal
Model-Based Estimation of High Frequency Jump Diffusions With Microstructure Noise and Stochastic Volatility
SSRN Electronic Journal
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