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~person:"Fuertes, Ana María"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Prognoseverfahren
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7
Risk measure
7
Börsenkurs
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Forecasting model
4
Securities trading
4
Share price
4
Volatility
4
Volatilität
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Wertpapierhandel
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Value-at-Risk
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price discovery
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realized volatility
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Credit derivative
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Fuertes, Ana María
McAleer, Michael
34
Pérez Amaral, Teodosio
15
Jiménez-Martín, Juan-Ángel
12
Gerlach, Richard
10
Chlebus, Marcin
9
Caporin, Massimiliano
8
Hoogerheide, Lennart
8
Paolella, Marc S.
8
Weiß, Gregor
8
Allen, David E.
7
Asai, Manabu
7
Chen, Cathy W. S.
7
Degiannakis, Stavros
7
Dijk, Herman K. van
7
Dionne, Georges
7
Gupta, Rangan
7
Lönnbark, Carl
7
Taylor, James W.
7
Hassani, Samir Saissi
6
Trojani, Fabio
6
Wang, Chao
6
Ardia, David
5
Carriero, Andrea
5
Clark, Todd E.
5
Lucas, André
5
Marcellino, Massimiliano
5
Mittnik, Stefan
5
Patton, Andrew J.
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Pierdzioch, Christian
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Righi, Marcelo Brutti
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Storti, Giuseppe
5
Almeida, Caio
4
Ardison, Kym
4
Bee, Marco
4
Berger, Theo
4
Borowska, Agnieszka
4
Chang, Chia-Lin
4
Da Veiga, Bernardo
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Dimitriadis, Timo
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International journal of forecasting
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Working papers / Lancaster University Management School
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ECONIS (ZBW)
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Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
2
On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003733579
Saved in:
3
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction
Fuertes, Ana María
;
Olmo, Jose
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 28-42
Persistent link: https://www.econbiz.de/10009706180
Saved in:
4
On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
Saved in:
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