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~isPartOf:"Working paper"
~person:"Bleymüller, Josef"
~person:"McAleer, Michael"
~subject:"Forecasting model"
~subject:"Schätztheorie"
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Forecasting model
Schätztheorie
Theorie
7
Theory
7
Prognoseverfahren
4
Robust statistics
4
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4
Volatility
4
Volatilität
4
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Bleymüller, Josef
McAleer, Michael
Kapetanios, George
16
McCracken, Michael W.
12
Clark, Todd E.
7
Giraitis, Liudas
6
Carriero, Andrea
4
Marcellino, Massimiliano
4
Yu, Jun
4
Athey, Susan
3
Cohen, Jeffrey P.
3
Coughlin, Cletus Charles
3
Gonzalo, Jesús
3
Imbens, Guido
3
Jarque, Carlos M.
3
Owyang, Michael T.
3
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3
Villegas, Andrés M.
3
Abadie, Alberto
2
Bagshaw, Michael L.
2
Bera, A. K.
2
Blake, Andrew P.
2
Boes, Stefan
2
Centorrino, Samuele
2
Dalla, Violetta
2
Feldkircher, Martin
2
Florens, Jean-Pierre
2
Guidolin, Massimo
2
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2
Hyde, Stuart
2
McMillan, David G.
2
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2
Messina, Julián
2
Nguyen, Hoang
2
Ono, Sadayuki
2
Pitarakis, Jean-Yves
2
Poon, Aubrey
2
Price, Simon
2
Shi, Shuping
2
Szydłowski, Arkadiusz
2
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2
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Working paper
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9
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5
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2
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1
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1
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ECONIS (ZBW)
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International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
2
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
3
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
4
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
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