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subject:"Risk"
~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of international money and finance"
~person:"Aiube, Fernando Antônio Lucena"
~person:"Arteche, Josu"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"Verhaltensökonomik"
~subject:"Zeitreihenanalyse"
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Forecasting inflation time series using score-driven dynamic models and combination methods : the case of Brazil
Castro, Carlos Henrique Dias Cordeiro de
;
Aiube, …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 369-401
Persistent link: https://www.econbiz.de/10014292183
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Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu
;
García-Enríquez, Javier
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10012796265
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