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csda 2010
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Joint forecasts of Dow Jones stocks under general multivariate loss function
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Tansel Alp, Matei Demetrescu
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Graphical methods for investigating the finite-sample properties of confidence regions
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Christian de Peretti, Carole Siani
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Real time detection of structural breaks in GARCH models
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Zhongfang He, John M. Maheu
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Globally robust confidence intervals for simple linear regression
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Jorge Adrover, Matias Salibian-Barrera
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Efficient estimation of a semiparametric dynamic copula model
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Christian M. Hafner, Olga Reznikova
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