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person:"Boldrini, Lorenzo"
~person:"Caivano, Michele"
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Dynamic econometrics
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Boldrini, Lorenzo
Caivano, Michele
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Essays on forecasting with linear state-space systems
Boldrini, Lorenzo
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2016
Persistent link: https://www.econbiz.de/10011527390
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Two EGARCH models and one fat tail
Caivano, Michele
;
Harvey, Andrew C.
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2014
Persistent link: https://www.econbiz.de/10010495720
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