Forecasting risk with Markov-switching GARCH models: A large-scale performance study (vol 34, pg 733, 2018)

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作者：

Ardia, David

Bluteau, Keven

Boudt, Kris

Catania, Leopoldo

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INTERNATIONAL JOURNAL OF FORECASTING | 2021年 / 37卷 / 03期

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F [经济];

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页码：1301 / 1301

页数：1

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