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1
Spillover effects in the presence of structural breaks, persistence and conditioned heteroscedasticity
Souza, Francisca Mendonça
;
Ramser, Claudia Aline de Souza
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10014442610
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2
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
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3
How biased are U.S. government forecasts of the federal debt?
Ericsson, Neil R.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 543-559
Persistent link: https://www.econbiz.de/10011922925
Saved in:
4
Interpreting estimates of forecast bias
Ericsson, Neil R.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 563-568
Persistent link: https://www.econbiz.de/10011922928
Saved in:
5
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 635-650
Persistent link: https://www.econbiz.de/10011474435
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