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A TWO FACTOR LONG MEMORY STOCH...
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A bootstrap approach for Generalized Autocontour testing Implications for VIX forecast densities
Mazzeu, João Henrique Gonçalves
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González-Rivera, Gloria
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Econometric reviews
39
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2020
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10
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pp. 971-990
Persistent link: https://www.econbiz.de/10012406197
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Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
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