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Forecasting sovereign bond realized volatility using time-varying coefficients model
Malinska, Barbora
-
2021
higher-order
realized
moments
and allow all model coefficients to be time-varying in order to explore dynamics in forecasting …
Persistent link: https://www.econbiz.de/10012542381
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2
Realized higher-order moments spillovers between commodity and stock markets : evidence from China
Zhang, Hongwei
;
Jin, Chen
;
Bouri, Elie
;
Gao, Wang
;
Xu, Yahua
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014426824
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