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, Marketing, Management, and Psychology, and discusses some research that is related to the seven disciplines. Academics could … models, as well as conduct simulation to examine whether the estimators in their theories on estimation and hypothesis …
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This paper provides a brief review of the connecting literature in management science, economics and finance, and …
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, they could then conduct simulations to examine whether the estimators or statistics in the new theories on estimation and …
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Modelling covariance structures is known to suffer from the curse of dimensionality. In order to avoid this problem for forecasting, the authors propose a new factor multivariate stochastic volatility (fMSV) model for realized covariance measures that accommodates asymmetry and long memory....
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