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isPartOf:"Journal of econometrics"
~person:"Ghysels, Eric"
~person:"Hansen, Peter Reinhard"
~person:"Mykland, Per A."
~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatility
14
Volatilität
14
Capital income
5
Estimation theory
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Kapitaleinkommen
5
Market microstructure
5
Marktmikrostruktur
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Schätztheorie
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Regression analysis
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Ghysels, Eric
Hansen, Peter Reinhard
Mykland, Per A.
Bollerslev, Tim
5
Patton, Andrew J.
5
Andersen, Torben
3
Hallin, Marc
3
Kim, Donggyu
3
Zhou, Hao
3
Barigozzi, Matteo
2
Fan, Jianqing
2
Quaedvlieg, Rogier
2
Valkanov, Rossen I.
2
Andreou, Elena
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bauer, Gregory H.
1
Bekaert, Geert
1
Blair, Bevan J.
1
Busch, Thomas
1
Calvet, Laurent E.
1
Carriero, Andrea
1
Chan, Joshua C. C.
1
Choi, Yongok
1
Christensen, Bent Jesper
1
Clark, Todd E.
1
Corsi, Fulvio
1
Cross, Jamie
1
Cui, Xiangyu
1
Dhaene, Geert
1
Diebold, Francis X.
1
Ding, Yashuang
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Duong, Diep
1
Engle, Robert F.
1
Eraker, Bjørn
1
Fiorentini, Gabriele
1
Fisher, Adlai
1
Forbes, Catherine Scipione
1
Francq, Christian
1
Gallo, Giampiero M.
1
Grose, Simone D.
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research paper series / Swiss Finance Institute
2
Working papers / Brown University, Department of Economics
2
Journal of applied econometrics
1
Journal of empirical finance
1
NBER Working Paper
1
NBER working paper series
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Oxford bulletin of economics and statistics
1
Swiss Finance Institute Research Paper
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The Oxford handbook of economic forecasting
1
The review of financial studies
1
Working paper / Department of Economics, University of Cyprus
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
2
Volatility forecasting and microstructure noise
Ghysels, Eric
;
Sinko, Arthur
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10009242520
Saved in:
3
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
4
Consistent ranking of volatility models
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 97-121
Persistent link: https://www.econbiz.de/10003298566
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