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~isPartOf:"International journal of forecasting"
~isPartOf:"SFB 649 discussion paper"
~person:"Chen, Langnan"
~subject:"Volatility"
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International journal of forecasting
SFB 649 discussion paper
Journal of forecasting
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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The European journal of finance
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Realized volatility forecast with the Bayesian random compressed multivariate HAR model
Luo, Jiawen
;
Chen, Langnan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 781-799
Persistent link: https://www.econbiz.de/10012496859
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