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~person:"Anatolyev, Stanislav"
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Anatolyev, Stanislav
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Modeling Financial Return Dynamics by Decomposition
Anatolyev, Stanislav
;
Gospodinov, Nikolay
-
Center for Economic and Financial Research (CEFIR), New …
-
2007
marginal predictive densities of the two parts. Then we construct the joint density of a positively valued (
absolute
returns
…
Persistent link: https://www.econbiz.de/10005146504
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