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isPartOf:"Journal of money, credit and banking : JMCB"
subject:"Forecasting model"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Trojani, Fabio"
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Forecasting model
Estimation
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Trojani, Fabio
Garcia, René
4
Almeida, Caio
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Gupta, Rangan
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Vicente, Jose
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Journal of money, credit and banking : JMCB
International journal of finance & economics : IJFE
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Research paper series / Swiss Finance Institute
2
Working papers on finance
2
Swiss Finance Institute Research Paper
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Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
2
Robust value at risk prediction
Mancini, Loriano
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009125125
Saved in:
3
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
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