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~accessRights:"free"
~isPartOf:"Working paper"
~language:"eng"
~person:"Javed, Farrukh"
~subject:"Estimation theory"
~subject:"Time series analysis"
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Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
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Bodnar, Taras
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Javed, Farrukh
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Tyrcha, …
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2021
Persistent link: https://www.econbiz.de/10012603081
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A reality check on the GARCH-MIDAS volatility models
Virk, Nader Shahzad
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Javed, Farrukh
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Awartani, Basel
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2021
Persistent link: https://www.econbiz.de/10012604771
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