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← Evidence for hedge fund predictability from a multivariate Student's<i>t</i>full-factor GARCH model (Q5127039)

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The following pages link to Evidence for hedge fund predictability from a multivariate Student's<i>t</i>full-factor GARCH model (Q5127039):

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Prediction of index futures returns and the analysis of financial spillovers-A comparison between GARCH and the grey theorem (Q2426549) (← links)

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