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subject:"Currency derivative"
~isPartOf:"Working paper"
~person:"Licht, Adrian"
~subject:"Estimation"
~subject:"Volatility"
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Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
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