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~isPartOf:"Journal of empirical finance"
~person:"Koopman, Siem Jan"
~person:"Pesaran, M. Hashem"
~subject:"Forecast"
~subject:"Time series analysis"
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Koopman, Siem Jan
Pesaran, M. Hashem
Dark, Jonathan
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Journal of empirical finance
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Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
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2
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
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