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~isPartOf:"International journal of forecasting"
~isPartOf:"SFB 649 discussion paper"
~person:"Buccheri, Giuseppe"
~subject:"Volatility"
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Buccheri, Giuseppe
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International journal of forecasting
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A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
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