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Cambridge working papers in economics
The journal of futures markets
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Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
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contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003671171
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Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
Pesaran, Bahram
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contributor
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2007
Persistent link: https://www.econbiz.de/10003491106
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