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~isPartOf:"International journal of forecasting"
~isPartOf:"Tourism economics : the business and finance of tourism and recreation"
~person:"Catania, Leopoldo"
~subject:"Time series analysis"
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Catania, Leopoldo
Hyndman, Rob J.
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International journal of forecasting
Tourism economics : the business and finance of tourism and recreation
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Forecasting cryptocurrency volatility
Catania, Leopoldo
;
Grassi, Stefano
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 878-894
Persistent link: https://www.econbiz.de/10013349436
Saved in:
2
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
3
Forecasting cryptocurrencies under model and parameter instability
Catania, Leopoldo
;
Grassi, Stefano
;
Ravazzolo, Francesco
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 485-501
Persistent link: https://www.econbiz.de/10012300691
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