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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~person:"Chan, Joshua C. C."
~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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Stochastischer Prozess
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Volatility
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Swanson, Norman R.
Chan, Joshua C. C.
Fan, Jianqing
3
Kim, Donggyu
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
2
Ghysels, Eric
2
Hong, Yongmiao
2
Lee, Tae-hwy
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Patton, Andrew J.
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Tu, Yundong
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Valkanov, Rossen I.
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Aruoba, S. Borağan
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Boot, Tom
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Chauvet, Marcelle
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Chen, Liang
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Chen, Ying
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Cho, Dongchul
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Choi, Yongok
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Corradi, Valentina
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Cui, Liyuan
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Demetrescu, Matei
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Journal of econometrics
International journal of forecasting
2
Applied financial economics
1
Econometric reviews
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Economic inquiry : journal of the Western Economic Association International
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of empirical finance
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Quantitative finance and economics
1
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
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
- In:
Journal of econometrics
176
(
2013
)
2
,
pp. 162-172
Persistent link: https://www.econbiz.de/10009786503
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