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type:"article"
~isPartOf:"Journal of time series econometrics"
~person:"Chen, Jie"
~subject:"Bootstrap approach"
~subject:"Forecasting model"
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Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
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