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Tail risk forecasting with semiparametric regression models by incorporating overnight information

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Cathy W. S. Chen, Takaaki Koike, Wei‐Hsuan Shau
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Journal of Forecasting
Online Access:	Acceder al recurso
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