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person:"Rombouts, Jeroen V. K."
~isPartOf:"Journal of econometrics"
~subject:"Multivariate Analyse"
~subject:"Risikoprämie"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
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Multivariate Analyse
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Rombouts, Jeroen V. K.
Francq, Christian
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Zakoïan, Jean-Michel
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Andreou, Elena
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Ghysels, Eric
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Gonçalves, Sílvia
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Journal of econometrics
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On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
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