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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~person:"Li, Chenxing"
~person:"Trucíos, Carlos"
~subject:"Statistical distribution"
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TWO-COMPONENT EXTREME VALUE DI...
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Li, Chenxing
Trucíos, Carlos
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A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
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A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
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