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~isPartOf:"International journal of forecasting"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Bauwens, Luc"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Bauwens, Luc
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International journal of forecasting
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DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
2
General-to-specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
;
Sucarrat, Genaro
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 885-907
Persistent link: https://www.econbiz.de/10008807690
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