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~person:"Barndorff-Nielsen, Ole E."
~person:"Bauwens, Luc"
~person:"Fengler, Matthias R."
~subject:"Component Dynamic Models"
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Forecasting comparison of long term component dynamic models for realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 103-134
Persistent link: https://www.econbiz.de/10011592738
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