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~isPartOf:"Journal of financial econometrics"
~person:"Cross, Jamie"
~person:"Kruse, Robinson"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
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Cross, Jamie
Kruse, Robinson
Nielsen, Morten Ørregaard
Sucarrat, Genaro
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Journal of financial econometrics
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Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
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2
Comparing predictive accuracy under long memory, with an application to valatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 180-228
Persistent link: https://www.econbiz.de/10012054436
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