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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~person:"Ardia, David"
~person:"Barbosa, Emanuel"
~person:"Taylor, James W."
~subject:"Volatility"
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Estimation theory
Volatility
Schätztheorie
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Ardia, David
Barbosa, Emanuel
Taylor, James W.
Kouassi, Eugène
3
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2
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Journal of forecasting
International journal of forecasting
3
Discussion paper / Tinbergen Institute
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Finance research letters
2
Economics letters
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European journal of operational research : EJOR
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk
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Journal of time series econometrics
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Lecture Notes in Economics and Mathematical System
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Omega : the international journal of management science
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Springer eBook Collection / Business and Economics
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The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models
Ardia, David
;
Kolly, Jeremy
;
Trottier, Denis‐Alexandre
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 808-823
Persistent link: https://www.econbiz.de/10011860735
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2
Using CAViaR models with implied volatility for value-at-risk estimation
Jeon, Jooyoung
;
Taylor, James W.
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10009758719
Saved in:
3
Evaluating volatility and interval forecasts
Taylor, James W.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 111-128
Persistent link: https://www.econbiz.de/10001368220
Saved in:
4
Variance estimation for multivariate dynamic linear models
Barbosa, Emanuel
- In:
Journal of forecasting
11
(
1992
)
7
,
pp. 621-628
Persistent link: https://www.econbiz.de/10001136566
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