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~isPartOf:"Journal of forecasting"
~person:"Li, Chenxing"
~person:"Maheu, John M."
~subject:"Statistical distribution"
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Li, Chenxing
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A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
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