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HARVARD Citation
Gerlach, R. et al. (2017). Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility. Quantitative finance. 17 (2), pp. 199-215. [Online].
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Gerlach, R. et al. (2017). Semi-parametric Bayesian tail risk forecasting incorporating realized measures of volatility. Quantitative finance. 17 (2), pp. 199-215. [Online].