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isPartOf:"Faculty & research / Insead : working paper series"
subject:"Prognoseverfahren"
~isPartOf:"Journal of empirical finance"
~subject:"Regressionsanalyse"
~subject:"USA"
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Prognoseverfahren
Regressionsanalyse
USA
Estimation theory
90
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Baillie, Richard
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Faculty & research / Insead : working paper series
Journal of empirical finance
Journal of econometrics
346
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
211
Economics letters
126
International journal of forecasting
118
CEMMAP working papers / Centre for Microdata Methods and Practice
101
Journal of the American Statistical Association : JASA
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Econometric theory
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
84
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79
Journal of forecasting
79
The econometrics journal
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Discussion paper / Tinbergen Institute
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The review of economics and statistics
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Working paper / National Bureau of Economic Research, Inc.
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Cowles Foundation discussion paper
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Journal of applied econometrics
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
42
Discussion papers of interdisciplinary research project 373
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NBER working paper series
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NBER Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Working paper / Department of Econometrics and Business Statistics, Monash University
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European journal of operational research : EJOR
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Discussion paper
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Working paper
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Applied economics
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Econometrics : open access journal
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Insurance / Mathematics & economics
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Applied economics letters
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KBI
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Discussion paper / Center for Economic Research, Tilburg University
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Economic modelling
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Computational economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CESifo working papers
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Cowles Foundation Discussion Paper
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CREATES research paper
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
3
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
4
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
5
Do maximizers predict better than satisficers?
Jain, Kriti
;
Bearden, J. Neil
;
Filipowicz, Allan
-
2011
Persistent link: https://www.econbiz.de/10008901966
Saved in:
6
Human judgement is heavy tailed : empirical evidence and implications for the aggregation of estimates and forecasts
Lobo, Miguel Sousa
;
Yao, Dai
-
2010
Persistent link: https://www.econbiz.de/10008807692
Saved in:
7
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
8
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
9
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
10
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
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