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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Zhang, Xin"
~subject:"1962-1987"
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Volatilität
1962-1987
ARCH model
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Dynamic higher-order moments
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Zhang, Xin
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The journal of finance : the journal of the American Finance Association
International journal of forecasting
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Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
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