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Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones | 171 |
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Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones | 5 | 1 | 1 | 0 | 3 | 8 | 0 |
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we2010.pdf | 122 |
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