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~isPartOf:"Journal of economic dynamics & control"
~person:"Berger, Theo"
~person:"Rodrigues, Paulo Jorge Maurício"
~subject:"Forecasting model"
~type:"article"
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Rodrigues, Paulo Jorge Maurício
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Journal of economic dynamics & control
Journal of risk finance : the convergence of financial products and insurance
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Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
2
Improving daily Value-at-Risk forecasts : the relevance of short-run volatility for regulatory quality assessment
Berger, Theo
;
Gençay, Ramazan
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 30-46
Persistent link: https://www.econbiz.de/10011974231
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