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~person:"Hansen, Peter Reinhard"
~person:"Rombouts, Jeroen V. K."
~subject:"Germany"
~subject:"Prognoseverfahren"
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Prognoseverfahren
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Hansen, Peter Reinhard
Rombouts, Jeroen V. K.
Marcellino, Massimiliano
9
Caporin, Massimiliano
8
Carriero, Andrea
8
Beber, Alessandro
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Brandt, Michael W.
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Guillén, Osmani Teixeira de Carvalho
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Hagen, Jürgen von
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Herwartz, Helmut
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Hong, Seok Young
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Issler, João Victor
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1
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
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2
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
3
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
4
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
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