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Markov models Econometrics Stochastic processes Time series Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Kalman filter Markov chain Statistics Time series analysis Mathematical finance		Microsoft Word - Koopman_cover _KEYNOTE_.doc Add to Reading List Source URL: epp.eurostat.ec.europa.eu Download Document from Source Website File Size: 10,20 KB Share Document on Facebook

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