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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~person:"McCracken, Michael W."
~person:"McMillan, David G."
~person:"Schumacher, Christian"
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Prognoseverfahren
Estimation
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2
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Swanson, Norman R.
McCracken, Michael W.
McMillan, David G.
Schumacher, Christian
Fan, Jianqing
3
Kim, Donggyu
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
2
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2
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1
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Journal of econometrics
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Working papers / Rutgers University, Department of Economics
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4
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3
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Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia
;
McCracken, Michael W.
;
Perron, Benoit
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10011818789
Saved in:
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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