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Munich Personal RePEc Archive

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Number of items: 2.

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Li, Chenxing and Maheu, John M (2023): Beyond Conditional Second Moments: Does Nonparametric Density Modelling Matter to Portfolio Allocation?

Li, Chenxing and Zhang, Zehua and Zhao, Ran (2023): Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?

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