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~isPartOf:"Working paper series / European Central Bank"
~person:"Manganelli, Simone"
~type_genre:"Conference proceedings"
~type_genre:"Fallstudie"
~type_genre:"Non-commercial literature"
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Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
-
2008
asco was still not yet public
knowledge
.) Interestingly, this is not a particularly large negative return (there are larger …
Persistent link: https://www.econbiz.de/10003803300
Saved in:
2
A new theory of forecasting
Manganelli, Simone
(
contributor
)
-
2006
the subjective guess and in this case it should reflect the
knowledge
of the environment in which the forecast takes place …
Persistent link: https://www.econbiz.de/10003274705
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