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A Bayesian midas approach to modeling first and second moment dynamics : financial economics
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A Bayesian midas approach to modeling first and second moment dynamics : financial economics

Davide Pettenuzzo

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A Bayesian midas approach to modeling first and second moment dynamics : financial economics by Davide Pettenuzzo. Published by Centre for Economic Policy Research in 2014. Publication and catalogue information, links to buy online and reader comments.

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