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  • Search: subject:"Rolling forecasting"
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Year of publication
Subject
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Forecasting model 3 Prognoseverfahren 3 ARCH model 2 ARCH-Modell 2 Actor-network theory 1 Actor-network-theory 1 Akteur-Netzwerk-Theorie 1 Aktienindex 1 Controller 1 Correlation 1 Estimation 1 FI-Log-GARCH 1 GARCH 1 Index futures 1 Index-Futures 1 Korrelation 1 Mediator 1 Planning 1 Risikomaß 1 Risk measure 1 Rolling forecasting 1 Schätzung 1 Statistical test 1 Statistischer Test 1 Stock index 1 Theorie 1 Theory 1 Time series analysis 1 Translation 1 VIX index 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 covariance structure 1 finite fourth moments 1 investment strategies 1 rolling forecasting 1 rolling forecasting VaR and ES 1 stationary solutions 1 traffic light test of ES 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 3
Author
All
Beran, Jan 1 Bilyk, Oleh 1 Feng, Yuanhua 1 Ghosh, Sucharita 1 Henttu-Aho, Tiina 1 Järvinen, Janne T. 1 Lassila, Erkki M. 1 Letmathe, Sebastian 1 Sakowskia, Paweł 1 Ślepaczuka, Robert 1
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Published in...
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CIE working paper series 1 Meditari accountancy research 1 Working papers 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
Cover Image
Constructing the accurate forecast : an actor-network theory approach
Henttu-Aho, Tiina; Järvinen, Janne T.; Lassila, Erkki M. - In: Meditari accountancy research 31 (2023) 7, pp. 116-132
Persistent link: https://www.econbiz.de/10014456811
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Cover Image
Investing in VIX futures based on rolling GARCH models forecasts
Bilyk, Oleh; Sakowskia, Paweł; Ślepaczuka, Robert - 2020
Persistent link: https://www.econbiz.de/10012322122
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Cover Image
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall
Feng, Yuanhua; Beran, Jan; Letmathe, Sebastian; Ghosh, … - 2020
Persistent link: https://www.econbiz.de/10012508904
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