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person:"Chang, Chia-Lin"
~isPartOf:"Journal of forecasting"
~person:"Ardia, David"
~person:"Audrino, Francesco"
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Chang, Chia-Lin
Ardia, David
Audrino, Francesco
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Journal of forecasting
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The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
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2
Average conditional correlation and tree structures for multivariate GARCH models
Audrino, Francesco
;
Barone-Adesi, Giovanni
- In:
Journal of forecasting
25
(
2006
)
8
,
pp. 579-600
Persistent link: https://www.econbiz.de/10003402058
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