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~isPartOf:"International journal of forecasting"
~person:"Gerlach, Richard"
~subject:"ARCH-Modell"
~subject:"Volatilität"
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Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
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