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person:"McAleer, Michael"
~isPartOf:"Journal of econometrics"
~person:"Kaeck, Andreas"
~person:"Levendis, John D."
~subject:"Prognoseverfahren"
~subject:"Scientific modelling"
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McAleer, Michael
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Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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