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Items where Author is " Wagner, Martin"

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Jump to: 2009
Number of items: 1.

2009

Hlouskova, Jaroslava and Schmidheiny, Kurt and Wagner, Martin. (2009) Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management. Journal of Empirical Finance, 16. pp. 330-336.

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