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subject:"Volatilität"
~isPartOf:"Journal of financial econometrics"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Autoregressives Modell"
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Volatilität
Prognoseverfahren
Autocorrelation
7
Autokorrelation
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Theorie
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Theory
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Time series analysis
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Zeitreihenanalyse
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Börsenkurs
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autocorrelation
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Analysis of variance
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Bubbles
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Factor analysis
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Kalman filter
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Cai, Charlie X.
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Calzolari, Giorgio
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Journal of financial econometrics
Journal of forecasting
20
International journal of forecasting
16
Journal of econometrics
10
Discussion paper / Tinbergen Institute
8
Economics letters
8
Energy economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of empirical finance
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International review of financial analysis
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The European journal of finance
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CESifo working papers
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Applied economics letters
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Economic modelling
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CAMA working paper series
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International Journal of Energy Economics and Policy : IJEEP
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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A consistent and robust test for autocorrelated jump occurrences
Kwok, Simon
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 157-186
Persistent link: https://www.econbiz.de/10014526309
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2
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
Saved in:
3
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
4
FARVaR : functional autoregressive value-at-risk
Cai, Charlie X.
;
Kim, Minjoo
;
Shin, Yongcheol
;
Zhang, Qi
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 284-337
Persistent link: https://www.econbiz.de/10012054445
Saved in:
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