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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Working paper"
~person:"Licht, Adrian"
~subject:"Share price"
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Forecasting model
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Licht, Adrian
McAleer, Michael
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Applied economics letters
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Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
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Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
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