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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~person:"Balcilar, Mehmet"
~person:"Schumacher, Christian"
~person:"Timmermann, Allan"
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Prognoseverfahren
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Swanson, Norman R.
Balcilar, Mehmet
Schumacher, Christian
Timmermann, Allan
Fan, Jianqing
3
Kim, Donggyu
3
Andersen, Torben
2
Andreou, Elena
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Journal of econometrics
Working papers / Rutgers University, Department of Economics
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International journal of forecasting
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A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
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2
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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