VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings | NobleID

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VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings

NobleID: NI9P51W71R43S88
Persistent link: https://nobleid.org/ark:/48914/w1/20260515/BFC54CE2

Type:Journal Article

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Ralf Brüggemann

Wolfgang Karl Härdle

Carsten Trenkler

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