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Items where Author is "Vassallo, D."

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Vassallo, D., Buccheri, G. & Corsi, F. ORCID: 0000-0003-2683-4479 (2020). A DCC-type approach for realized covariance modeling with score-driven dynamics. International Journal of Forecasting, 37(2), pp. 569-586. doi: 10.1016/j.ijforecast.2020.07.006

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