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~accessRights:"free"
~person:"Gerlach, Richard"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Risikomanagement"
~type_genre:"Aufsatz in Zeitschrift"
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A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
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