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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Clements, Adam"
~person:"Kumar, Dilip"
~subject:"Estimation errors"
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Volatilität
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Estimation theory
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Corsi, Fulvio
Clements, Adam
Kumar, Dilip
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International journal of forecasting
Economic modelling
4
IIMB management review
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International review of economics & finance : IREF
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NCER working paper series
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The journal of prediction markets
2
Theoretical economics letters
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International review of financial analysis
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Journal of quantitative economics
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Macroeconomics and finance in emerging market economies
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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
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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
Saved in:
3
Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf
;
Clements, Adam
;
Doolan, M. B.
;
Hurn, Stan
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
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