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The forecasting abilities of implied and econometric variance-covariance models across financial measures

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  • Chong, James

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  • Chong, James, 2005. "The forecasting abilities of implied and econometric variance-covariance models across financial measures," Journal of Economics and Business, Elsevier, vol. 57(5), pages 463-490.
    • Handle: RePEc:eee:jebusi:v:57:y:2005:i:5:p:463-490
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