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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"International journal of forecasting"
~person:"Alizadeh, Sassan"
~person:"Lucas, André"
~person:"Massmann, Michael"
~subject:"Adaptive learning"
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Stochastischer Prozess
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Alizadeh, Sassan
Lucas, André
Massmann, Michael
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International journal of forecasting
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Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
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