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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~isPartOf:"Theoretical economics letters"
~person:"Bagnato, Luca"
~person:"Kumar, Dilip"
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Volatilität
Estimation theory
4
Forecasting model
4
Prognoseverfahren
4
Schätztheorie
4
Volatility
4
ARCH model
3
ARCH-Modell
3
Capital income
2
Estimation
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Kapitaleinkommen
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AddRS Estimator
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Analysis of variance
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Ausreißer
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Bias-Corrected Extreme Value Estimator
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CARR Model
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Correlation
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Covariance forecasting
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Economic Significance Analysis
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Estimation errors
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Exchange rate
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GARCH Family of Models
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GARCH models
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Statistische Verteilung
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Structural break
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Strukturbruch
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Corsi, Fulvio
Bagnato, Luca
Kumar, Dilip
Clements, Adam
2
Abdulmuhyi, M. A.
1
Auwal, H. M.
1
Bauwens, Luc
1
Becker, Ralf
1
Bhat, Aparna
1
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1
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1
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1
Li, Dan
1
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Meng, Xiaochun
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Otranto, Edoardo
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Patton, Andrew J.
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Talwar, Shalini
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1
Vassallo, Danilo
1
Woźniak, Tomasz
1
Xu, Yongdeng
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International journal of forecasting
Theoretical economics letters
Economic modelling
4
IIMB management review
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
Decision
1
Global COE Hi-Stat discussion paper series
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of quantitative economics
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Macroeconomics and finance in emerging market economies
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Quaderni del Dipartimento di economia politica e statistica
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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Forecasting in GARCH models with polynomially modified innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
;
Bagnato, Luca
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
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2
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
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3
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
4
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
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