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Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
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Mumtaz, Haroon
;
Pinter, Gabor
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2015
Persistent link: https://www.econbiz.de/10011312174
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The international transmission of volatility shocks : an empirical analysis
Mumtaz, Haroon
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Theodoridis, Konstantinos
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2012
Persistent link: https://www.econbiz.de/10009671786
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