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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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Multivariate forecast evaluation and rationality testing
Komunjer, Ivana
(
contributor
); …
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2007
Persistent link: https://www.econbiz.de/10003741004
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