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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Caporin, Massimiliano"
~person:"Gil-Alaña, Luis A."
~subject:"EU-Staaten"
~subject:"Share price"
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Volatility
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Caporin, Massimiliano
Gil-Alaña, Luis A.
Koopman, Siem Jan
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McAleer, Michael
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Bos, Charles S.
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Lucas, André
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Allen, David E.
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Blasques, Francisco
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Chang, Chia-Lin
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
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