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Functional conditional volatility modeling with missing data: inference and application to energy commodities

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Djeniah, Abdelbasset, Chaouch, Mohamed, Bouchentouf, Amina Angelika
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Methodology
Accesso online:	Acceder al recurso
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