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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Levy, Haim"
~person:"Pesaran, M. Hashem"
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Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem
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Zaffaroni, Paolo
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2005
Persistent link: https://www.econbiz.de/10003224850
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
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Pick, Andreas
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Timmermann, Allan
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2009
Persistent link: https://www.econbiz.de/10003814581
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