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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"Risks : open access journal"
~language:"eng"
~person:"Fiszeder, Piotr"
~subject:"Forecasting model"
~type:"article"
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Fiszeder, Piotr
Zhu, Qiji Jim
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Journal of economic theory
Journal of empirical finance
Mathematics and financial economics
Risks : open access journal
International journal of forecasting
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Journal of economic dynamics & control
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Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
2
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
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