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subject:"Wechselkurs"
type:"article"
~isPartOf:"International journal of forecasting"
~subject:"Correlation"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
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Estimation theory
149
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113
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Bauwens, Luc
1
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1
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International journal of forecasting
Journal of econometrics
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Economics letters
31
Journal of the American Statistical Association : JASA
16
Econometric theory
13
Applied economics letters
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10
Journal of empirical finance
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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 forecasting
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Finance research letters
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The European journal of finance
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CBN journal of applied statistics
5
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International journal of economics and finance
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Journal of foreign exchange and international finance : JFEIF
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Risks : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of finance & economics : IJFE
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Journal of mathematical finance
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Research in international business and finance
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The review of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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Indian journal of economics & business : IJEB
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International journal of computational economics and econometrics
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International journal of monetary economics and finance
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ECONIS (ZBW)
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
3
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
4
Discrete Gompertz equation and model selection between Gompertz and logistic models
Satoh, Daisuke
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1192-1211
Persistent link: https://www.econbiz.de/10012794838
Saved in:
5
Threshold cointegration in international exchange rates : a Bayesian approach
Huber, Florian
;
Zörner, Thomas
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 458-473
Persistent link: https://www.econbiz.de/10012300684
Saved in:
6
EXSSA : SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues
Papailias, Fotis
;
Thomakos, Dimitrios D.
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 214-229
Persistent link: https://www.econbiz.de/10011754701
Saved in:
7
Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
Bernardini, Emmanuela
;
Cubadda, Gianluca
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 682-691
Persistent link: https://www.econbiz.de/10011474523
Saved in:
8
The performance of alternative VAR models in forecasting exchange rates
Liu, Te-ru
- In:
International journal of forecasting
10
(
1994
)
3
,
pp. 419-433
Persistent link: https://www.econbiz.de/10001174437
Saved in:
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