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~institution:"Brown University / Department of Economics"
~institution:"Université de Montréal / Département de sciences économiques"
~subject:"Prognoseverfahren"
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Prognoseverfahren
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Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
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2
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
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3
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566773
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