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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Journal of empirical finance"
~person:"Caporale, Guglielmo Maria"
~person:"Swanson, Norman R."
~subject:"Volatilität"
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Estimation theory
Schätzung
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1990-1998
1
Conditional distribution
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Caporale, Guglielmo Maria
Swanson, Norman R.
Baillie, Richard
4
Harvey, David I.
3
Kim, Dongcheol
3
Leybourne, Stephen James
3
Wang, Yudong
3
Cho, Dooyeon
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Dacorogna, Michel M.
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Fałdziński, Marcin
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Journal of empirical finance
Working papers / Rutgers University, Department of Economics
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Forecasting volatility using double shrinkage methods
Cheng, Mingmian
;
Swanson, Norman R.
;
Yang, Xiye
- In:
Journal of empirical finance
62
(
2021
),
pp. 46-61
Persistent link: https://www.econbiz.de/10012693319
Saved in:
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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