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~isPartOf:"Journal of forecasting"
~isPartOf:"Risks : open access journal"
~isPartOf:"Statistical Papers / Springer"
~person:"Li, Chenxing"
~subject:"ARCH model"
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A
multivariate
GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
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