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~isPartOf:"Journal of banking & finance"
~isPartOf:"Research in international business and finance"
~isPartOf:"Working paper"
~person:"León Valle, Ángel Manuel"
~person:"Liu, Yimeng"
~subject:"Prognoseverfahren"
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Prognoseverfahren
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Accelerating generalized autoregressive score
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León Valle, Ángel Manuel
Liu, Yimeng
McAleer, Michael
8
Jiménez-Martín, Juan-Ángel
3
Pérez Amaral, Teodosio
3
Weiß, Gregor
3
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Journal of banking & finance
Research in international business and finance
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ECONIS (ZBW)
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Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model
Jiang, Kunliang
;
Zeng, Linhui
;
Song, Jiashan
;
Liu, Yimeng
- In:
Research in international business and finance
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014240057
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2
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
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