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~isPartOf:"Working paper"
~person:"Licht, Adrian"
~subject:"Canada"
~subject:"Children"
~subject:"Volatility"
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Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
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Escribano, Álvaro
;
Licht, Adrian
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2020
Persistent link: https://www.econbiz.de/10012221928
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Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
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Escribano, Álvaro
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Licht, Adrian
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2020
Persistent link: https://www.econbiz.de/10012310604
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