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~isPartOf:"Applied economics letters"
~isPartOf:"Computational economics"
~person:"Yu, Bo"
~subject:"Börsenkurs"
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Forecasting financial returns volatility : a GARCH-SVR model
Sun, Hao
;
Yu, Bo
- In:
Computational economics
55
(
2020
)
2
,
pp. 451-471
Persistent link: https://www.econbiz.de/10012223641
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