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~isPartOf:"Journal of forecasting"
~isPartOf:"Risks : open access journal"
~isPartOf:"Statistical Papers / Springer"
~person:"Baruník, Jozef"
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On the modelling and forecasting of
multivariate
realized volatility : generalized heterogeneous autoregressive (GHAR) model
Čech, František
;
Baruník, Jozef
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10011729136
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