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~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Prognoseverfahren"
~subject:"Share price"
~type:"book"
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Prognoseverfahren
Share price
Theorie
211
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211
Time series analysis
164
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164
Estimation theory
137
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137
Volatility
101
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Christiansen, Charlotte
12
Bollerslev, Tim
9
Teräsvirta, Timo
8
Christoffersen, Peter F.
7
Engsted, Tom
7
Hillebrand, Eric
6
Borup, Daniel
5
Todorov, Viktor
5
Asgharian, Hossein
4
Dias, Gustavo Fruet
4
Hou, Ai Jun
4
Lunde, Asger
4
Nyberg, Henri
4
Pedersen, Thomas Q.
4
Proietti, Tommaso
4
Varneskov, Rasmus Tangsgaard
4
Violante, Francesco
4
Andersen, Torben
3
Andreasen, Martin Møller
3
Boldrini, Lorenzo
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Ergemen, Yunus Emre
3
Eriksen, Jonas Nygaard
3
Exterkate, Peter
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Grassi, Stefano
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Hansen, Peter Reinhard
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Jacobs, Kris
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Kallestrup-Lamb, Malene
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Kruse, Robinson
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Lanne, Markku
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Lee, Tae-hwy
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Møller, Stig Vinther
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Silvennoinen, Annastiina
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Timmermann, Allan
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CREATES research paper
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707
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347
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277
CESifo working papers
254
Discussion paper / Tinbergen Institute
236
IMF working papers
213
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210
ECB Working Paper
206
Finance and economics discussion series
150
Research paper series / Swiss Finance Institute
143
Working paper / Department of Econometrics and Business Statistics, Monash University
136
Working papers
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108
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96
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89
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79
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75
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
74
International finance discussion papers
71
Staff working paper / Bank of Canada
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Staff reports / Federal Reserve Bank of New York
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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FEDS Working Paper
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Cambridge working papers in economics
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58
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ECONIS (ZBW)
137
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1
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
2
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
3
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
6
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
7
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
8
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
9
Origins of mutual fund skill : market versus accounting based asset pricing anomalies
Christiansen, Charlotte
;
Xing, Ran
;
Xu, Yue
-
2020
-
This version: December 3, 2020
Persistent link: https://www.econbiz.de/10012433903
Saved in:
10
Predicting bond return predictability
Borup, Daniel
;
Eriksen, Jonas Nygaard
;
Kjær, Mads M.
; …
-
2020
-
This version: July 7, 2020
Persistent link: https://www.econbiz.de/10012317813
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