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~isPartOf:"Econometric Institute research papers"
~person:"Dekker, Rommert"
~person:"Gupta, Rangan"
~subject:"Forecast"
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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
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