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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Applied economics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~person:"Hung, Jui-cheng"
~person:"Lee, Kevin C."
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Deutschland
Forecasting model
Estimation theory
2
Prognoseverfahren
2
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2
ARCH model
1
ARCH-Modell
1
Estimation
1
Frühindikator
1
GARCH-based volatility forecasts
1
Großbritannien
1
Heteroscedasticity
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Heteroskedastizität
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Hung, Jui-cheng
Lee, Kevin C.
Jiang, Jiming
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Park, Byeong U.
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Qin, Li
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Applied economics
Journal of the American Statistical Association : JASA
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
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ECONIS (ZBW)
2
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Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-cheng
;
Lou, Tien-wei
;
Wang, Yi-hsien
;
Lee, Jun-de
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
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2
Forecast uncertainties in macroeconomic modeling : an application to the UK economy
Garratt, Anthony
;
Lee, Kevin C.
;
Pesaran, M. Hashem
; …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 829-838
Persistent link: https://www.econbiz.de/10001971275
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