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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of banking & finance"
~person:"Prokopczuk, Marcel"
~subject:"ARCH-Modell"
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Prokopczuk, Marcel
McAleer, Michael
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Discussion paper / Tinbergen Institute
Journal of banking & finance
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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The importance of the
volatility
risk premium for
volatility
forecasting
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
40
(
2014
),
pp. 303-320
Persistent link: https://www.econbiz.de/10010402181
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