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Comparing different explanations of the volatility trend
Rubin, Amir
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Smith, Daniel R.
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2010
Persistent link: https://www.econbiz.de/10008798842
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Evaluating value-at-risk models via quantile regression
Gaglianone, Wagner Piazza
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Lima, Luiz Renato
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Linton, Oliver
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2010
Persistent link: https://www.econbiz.de/10008798843
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Forecasting equicorrelation
Clements, Adam
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Coleman-Fenn, Christopher A.
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Smith, …
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2011
Persistent link: https://www.econbiz.de/10009153525
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