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~isPartOf:"International journal of forecasting"
~person:"Caporin, Massimiliano"
~person:"Laurent, Sébastien"
~person:"McAleer, Michael"
~subject:"Theory"
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A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
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