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Search: subject:"Time-varying sparsity"
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of forecasting
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Modeling and forecasting the multivariate realized volatility of financial markets with
time-varying
sparsity
Luo, Jiawen
;
Chen, Langnan
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
2
,
pp. 392-408
Persistent link: https://www.econbiz.de/10012211461
Saved in:
2
Realized volatility forecasting of agricultural commodity futures using the HAR model with
time-varying
sparsity
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
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