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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Corsi, Fulvio"
~person:"Croux, Christophe"
~person:"Phillips, Peter C. B."
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Prognoseverfahren
USA
Estimation theory
4
Schätztheorie
4
Correlation
3
Korrelation
3
Analysis of variance
2
Market microstructure
2
Marktmikrostruktur
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
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Time series analysis
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Zeitreihenanalyse
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Bayes-Statistik
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Bayesian inference
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Bias
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Bond market
1
CAPM
1
Capital income
1
Einheitswurzeltest
1
Estimation
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Forecasting model
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Gibbs sampler
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IVX estimation
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Kapitaleinkommen
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Multivariate Analyse
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Multivariate analysis
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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Regressionsanalyse
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Rentenmarkt
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Schätzung
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Systematischer Fehler
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United States
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asynchronicity
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Corsi, Fulvio
Croux, Christophe
Phillips, Peter C. B.
Audrino, Francesco
2
Caldeira, João F.
1
Calvet, Laurent E.
1
Czellar, Veronika
1
Fan, Jianqing
1
Fan, Yingying
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Francq, Christian
1
Horváth, Lajos
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Hurn, Stan
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Jeisman, J. I.
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Lindsay, Kenneth A.
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Lv, Jinchi
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Moon, Seongman
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Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Santos, André A. P.
1
Trojani, Fabio
1
Velasco, Carlos
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Zakoïan, Jean-Michel
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation discussion paper
6
KBI
5
Cowles Foundation Discussion Paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
International journal of forecasting
2
Discussion paper / Tinbergen Institute
1
Global COE Hi-Stat discussion paper series
1
Journal of econometrics
1
Journal of forecasting
1
Quaderni del Dipartimento di economia politica e statistica
1
Working papers in economics
1
Working papers on finance
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Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
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2
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
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