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Sancetta, A. and Nikandrova, Arina (2009) Forecasting and prequential validation for time varying meta-elliptical distributions. Journal of Time Series Econometrics 1 (2), ISSN 1941-1928.
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Sancetta, A. and Nikandrova, Arina (2009) Forecasting and prequential validation for time varying meta-elliptical distributions. Journal of Time Series Econometrics 1 (2), ISSN 1941-1928.