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The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts

✍ Scribed by Varneskov, Rasmus; Voev, Valeri

Book ID: 120595840
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 493 KB
Volume: 20
Category: Article
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2012.11.002

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