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Publications by Dennis Alvaro
Modelling the Volatility of Commodities Prices Using a Stochastic Volatility Model With Random Level Shifts
Review of World Economics
Economics
Econometrics
Finance
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Estimation of the Long-Memory Stochastic Volatility Model Parameters That Is Robust to Level Shifts and Deterministic Trends
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Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility
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