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~isPartOf:"Economic modelling"
~person:"Dijk, Herman K. van"
~person:"Gerlach, Richard"
~person:"Račev, Svetlozar T."
~subject:"Statistical distribution"
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Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
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