Bank Business Models at Zero Interest Rates
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Cites work
- scientific article; zbMATH DE number 3734998 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3429948 (Why is no real title available?)
- Accounting for missing values in score-driven time-varying parameter models
- Dynamic models for volatility and heavy tails. With applications to financial and economic time series
- Finite mixture and Markov switching models.
- Finite mixture models
- Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach
- Maximum likelihood estimation via the ECM algorithm: A general framework
- The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
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