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~isPartOf:"Journal of empirical finance"
~person:"Clements, A."
~subject:"Prognoseverfahren"
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Clements, A.
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Volatility timing : how best to forecast portfolio exposures
Clements, A.
;
Silvennoinen, A.
- In:
Journal of empirical finance
24
(
2013
),
pp. 108-115
Persistent link: https://www.econbiz.de/10010371987
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