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Q3295343 - MaRDI portal

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scientific article

    Statements

    author
    Alessandra Amendola
    0 references
    Giuseppe Storti
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    publication date
    8 July 2020
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    zbMATH Keywords
    forecast combination
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    multivariate GARCH
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    realized covariance
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    model confidence set
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    Identifiers

    zbMATH DE Number
    7218970
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