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Modelling and forecasting financial volatility with realized GARCH model : a comparative study of Skew-T distributions using GRG and MCMC methods
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Maximum-subsampling test of equal predictive ability
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Bayesian nonparametric modelling of stochastic volatility
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Evaluating predictive performance of value-at-risk models in emerging markets : a reality check
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Evaluating Predictive Performance of Value-at-Risk Models in Emerging Markets : A Reality Check
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