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~person:"Catania, Leopoldo"
~subject:"Estimation"
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Search: subject:"score driven models"
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Catania, Leopoldo
Delle Monache, Davide
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Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
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