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~person:"Anatolyev, Stanislav"
~subject:"Korrelation"
~subject:"long memory"
~type_genre:"Article in journal"
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Modeling and forecasting
realized
covariance matrices with accounting for leverage
Anatolyev, Stanislav
;
Kobotaev, Nikita
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 114-139
Persistent link: https://www.econbiz.de/10012038156
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