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~isPartOf:"DEA Working Papers"
~person:"McAleer, Michael"
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Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
Hoiti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
-
Departament d'Economia Aplicada, Facultat de Ciències …
-
2005
assessment of the implications of modelling conditional volatility on
forecasting
performance. The estimated conditional …
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