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Blazsek, Szabolcs
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Downarowicz, Anna
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Ayala, Astrid
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The European journal of finance
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Score-driven copula models for portfolios of two risky assets
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
The European journal of finance
24
(
2018
)
18
,
pp. 1861-1884
Persistent link: https://www.econbiz.de/10012259236
Saved in:
2
Forecasting hedge fund volatility : a Markov regime-switching approach
Blazsek, Szabolcs
;
Downarowicz, Anna
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 243-275
Persistent link: https://www.econbiz.de/10010243653
Saved in:
3
Forecasting hedge fund volatility: a Markov regime-switching approach
Blazsek, Szabolcs
;
Downarowicz, Anna
- In:
The European journal of finance
19
(
2013
)
4
,
pp. 243-275
Persistent link: https://www.econbiz.de/10010107834
Saved in:
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