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subject:"USA"
~isPartOf:"NCER working paper series"
~subject:"ARCH-Modell"
~type_genre:"Arbeitspapier"
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Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
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2018
Persistent link: https://www.econbiz.de/10012431199
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2
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
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2015
Persistent link: https://www.econbiz.de/10011777143
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3
Change detection and the causal impact of the Yield Curve
Hurn, Stan
;
Phillips, Peter C. B.
;
Shi, Shuping
-
2015
Persistent link: https://www.econbiz.de/10011343675
Saved in:
4
Cojumpinge Evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
-
2010
Persistent link: https://www.econbiz.de/10008668687
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