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  • Search: subject:"GARCH-based volatility forecasts"
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Subject
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ARCH model 1 ARCH-Modell 1 Estimation 1 Estimation theory 1 Forecasting model 1 GARCH-based volatility forecasts 1 Prognoseverfahren 1 SPA test 1 Schätztheorie 1 Schätzung 1 Volatility 1 Volatilität 1 range-based estimators 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Hung, Jui-cheng 1 Lee, Jun-de 1 Lou, Tien-wei 1 Wang, Yi-hsien 1
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Applied economics 1
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ECONIS (ZBW) 1
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Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-cheng; Lou, Tien-wei; Wang, Yi-hsien; Lee, Jun-de - In: Applied economics 45 (2013) 28/30, pp. 4041-4049
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