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Higher moment constraints for predictive density combination
Pauwels, Laurent
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Radchenko, Peter
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Vasnev, Andrey L.
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2020
Persistent link: https://www.econbiz.de/10012225206
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Estimation of stochastic volatility models with heavy tails and serial dependence
Chan, Joshua C. C.
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Hsiao, Cody Y. L.
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2013
Persistent link: https://www.econbiz.de/10010211772
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