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Munich Personal RePEc Archive

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Number of items: 2.

1 March 2015

esposito, francesco paolo and cummins, mark (2015): Multiple hypothesis testing of market risk forecasting models. Forthcoming in: Journal of Forecasting

1 May 2015

esposito, francesco paolo and cummins, mark (2015): Filtering and likelihood estimation of latent factor jump-diffusions with an application to stochastic volatility models.

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