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Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race
JONDEAU, ERIC
;
ROCKINGER, MICHAEL
- In:
Journal of Money, Credit and Banking
(
2018
)
Persistent link: https://www.econbiz.de/10012093853
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Skewness and index futures return
Jondeau, Eric
;
Wang, Xuewu
;
Yan, Zhipeng
;
Zhang, Qunzi
- In:
Journal of Futures Markets
40
(
2020
)
11
,
pp. 1648-1664
Persistent link: https://www.econbiz.de/10012273014
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