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Our data says that the document:
Manuela, Pedio ; Massimo, Guidolin ; Manuela, Pedio. (2020) Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?.
In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20140.
Full description at Econpapers
cites:
Cano, G. (2019). What market volatility has meant for factors. MSCI Research (https://www.msci.com/www/blog-posts/what-market-volatility-has/01253098146).
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