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~isPartOf:"Working papers / Bank for International Settlements"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Clark, Todd E."
~person:"Martin, Gael M."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Graue Literatur"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Andersen, Torben
Christoffersen, Peter F.
Clark, Todd E.
Martin, Gael M.
Medeiros, Marcelo C.
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Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.
;
McCracken, Michael W.
;
Mertens, Elmar
-
2017
-
This draft: August 31, 2017
Persistent link: https://www.econbiz.de/10011761422
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