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~isPartOf:"The European journal of finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Catania, Leopoldo"
~subject:"Theorie"
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Catania, Leopoldo
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Density forecasts and the leverage effect : evidence from observation and parameter-driven
volatility
models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
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Are news important to predict the Value-at-Risk?
Bernardi, Mauro
;
Catania, Leopoldo
;
Petrella, Lea
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 535-572
Persistent link: https://www.econbiz.de/10011736300
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