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subject:"Forecasting model"
subject:"Wechselkurs"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Forecasting model
Wechselkurs
Estimation theory
73
Schätztheorie
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Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
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Audrino, Francesco
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Czellar, Veronika
1
Francq, Christian
1
Horváth, Lajos
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Moon, Seongman
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Moura, Guilherme Valle
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Nagakura, Daisuke
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1
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1
Velasco, Carlos
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of forecasting
114
Journal of econometrics
79
Journal of forecasting
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
30
Discussion paper / Tinbergen Institute
29
Working paper / Department of Econometrics and Business Statistics, Monash University
20
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Journal of empirical finance
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Economic modelling
13
Econometric reviews
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Insurance / Mathematics & economics
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Journal of the American Statistical Association : JASA
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The econometrics journal
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Applied economics
11
European journal of operational research : EJOR
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International journal of economics and financial issues : IJEFI
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Journal of applied econometrics
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Journal of banking & finance
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Working papers / Rutgers University, Department of Economics
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CREATES research paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Working paper
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Finance research letters
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NBER working paper series
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Quantitative finance
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Working paper / National Bureau of Economic Research, Inc.
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Working papers series in theoretical and applied economics
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Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
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Journal of financial econometrics
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Journal of macroeconomics
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Journal of risk and financial management : JRFM
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NBER Working Paper
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
Saved in:
3
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
4
Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
Saved in:
5
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
6
Jackknife for bias reduction in predictive regressions
Zhu, Min
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10009708916
Saved in:
7
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
8
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
Saved in:
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