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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Pacific-Basin finance journal"
~person:"Antoch, Jaromír"
~person:"Bu, Ruijun"
~subject:"Forecasting model"
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Antoch, Jaromír
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A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
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Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromír
;
Hanousek, Jan
;
Horváth, Lajos
; …
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 828-855
Persistent link: https://www.econbiz.de/10012181361
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