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institution:"Institute of Economic Research, Kyoto University"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"Svenska Handelshögskolan <Helsinki>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatility
38
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USA
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McAleer, Michael
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Asai, Manabu
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Caporin, Massimiliano
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Institute of Economic Research, Kyoto University
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
Svenska Handelshögskolan <Helsinki>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
17
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Brown University / Department of Economics
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Federal Reserve Bank of San Francisco
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Institute of Finance and Accounting <London>
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The Wharton Financial Institutions Center
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Banca nazionale del lavoro / Ufficio studi
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Birkbeck College / Department of Economics
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Bonn Graduate School of Economics
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Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
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Instituto Valenciano de Investigaciones Económicas
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International Workshop on Statistics and Finance <1999, Hongkong>
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Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
2
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
3
Improving cash flow forecasts for valuation : the role of cash flow volatility and firm characeristics
Minton, Bernadette A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528539
Saved in:
4
Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Penttinen, Aku
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566472
Saved in:
5
On the predictive ability of several common models of volatility : an empirical test on the FOX index
Maukonen, Marko S.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536537
Saved in:
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