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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Estimation
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Forecasting model
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Schätzung
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Time series analysis
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Interest rate
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Out-of-sample forecasts
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Realized volatility
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Swanson, Norman R.
Fan, Jianqing
3
Kim, Donggyu
3
Patton, Andrew J.
3
Wang, Yudong
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
2
Ghysels, Eric
2
Hong, Yongmiao
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Lee, Tae-hwy
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Luger, Richard
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Maio, Paulo
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Min, Byoung-Kyu
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Pan, Zhiyuan
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Pesaran, M. Hashem
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Timmermann, Allan
2
Todorov, Viktor
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Wu, Chongfeng
2
Zaremba, Adam
2
Ahmed, Jameel
1
Anatolyev, Stanislav
1
Andriosopoulos, Dimitris
1
Annaert, Jan
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Argyropoulos, Efthymios
1
Aruoba, S. Borağan
1
Asai, Manabu
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Aït-Sahalia, Yacine
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Bai, Lu
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Bai, Qing
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Bakalli, Gaetan
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Baltagi, Badi H.
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Bandi, Federico M.
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Bao Doan
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Barnett, William A.
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Bee, Marco
1
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1
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Journal of econometrics
Journal of empirical finance
International journal of forecasting
2
Applied financial economics
1
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Quantitative finance and economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
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ECONIS (ZBW)
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Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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2
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
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