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Money Macro and Finance Research Group
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
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Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management
Pesaran, Hashem
;
Zaffaroni, Paolo
;
Banca d'Italia)
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Money Macro and Finance Research Group
-
2004
Persistent link: https://ebvufind01.dmz1.zbw.eu/10004975763
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