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~accessRights:"free"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Working paper"
~language:"eng"
~person:"Asai, Manabu"
~subject:"Time series analysis"
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Asai, Manabu
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Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
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2014
Persistent link: https://www.econbiz.de/10010348322
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Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008688575
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