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~isPartOf:"Developments in forecast combination and portfolio choice"
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Developments in forecast combination and portfolio choice
CORE Discussion Papers RP
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Structural change and long memory in volatility : new evidence from daily exchange rates
Beine, Michael
;
Laurent, Sébastien
- In:
Developments in forecast combination and portfolio choice
,
(pp. 145-157)
.
2001
Persistent link: https://www.econbiz.de/10001719131
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Long-run volatility dependencies in intraday data and mixture of normal distributions
Bourbel, Aurélie
;
Laurent, Sébastien
- In:
Developments in forecast combination and portfolio choice
,
(pp. 159-177)
.
2001
Persistent link: https://www.econbiz.de/10001719133
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