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person:"Robert, Christian P."
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Chen, Cathy W. S."
~person:"Kohn, Robert"
~person:"Martin, Gael M."
~subject:"Markov-Kette"
~type_genre:"Aufsatz in Zeitschrift"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Bayesian expected shortfall forecasting incorporating the intraday range
Gerlach, Richard
;
Chen, Cathy W. S.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 128-158
Persistent link: https://www.econbiz.de/10011588546
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