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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~person:"Kim, Woo Chang"
~subject:"Autokorrelation"
~subject:"Correlation"
~subject:"Risikomaß"
~subject:"Time series analysis"
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The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
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