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Optimal Out-of-Sample Forecast...
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
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