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Forecasting tail risk of skewed financial returns having exponential-polynomial tails
Antwi, Albert
;
Gyamfi, Emmanuel Numapau
;
Adam, Anokye M.
- In:
Journal of forecasting
43
(
2024
)
7
,
pp. 2731-2748
Persistent link: https://www.econbiz.de/10015110551
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