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  • Search: subject:"Smooth transition exponential smoothing"
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Year of publication
Subject
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ARCH model 3 ARCH-Modell 3 Forecasting model 3 Prognoseverfahren 3 Theorie 3 Theory 3 Time series analysis 3 Volatility 3 Volatilität 3 Zeitreihenanalyse 3 STES 2 smooth transition exponential smoothing 2 Daily volatility forecasting 1 Demand 1 GARCH 1 GARCH family models 1 Handelsvolumen der Börse 1 Nachfrage 1 Robustness 1 Smooth transition exponential smoothing 1 Tourism 1 Tourismus 1 Trading volume 1 ad hoc methods 1 asymmetry volatility model 1 ex-ante 1 ex-post 1 forecasting 1 implied volatility 1 international portfolio diversification (IPD) benefits 1 modelling 1 smooth transition exponential smoothing (STES) 1 tourism demand volatility 1 volatility combining forecasts 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3 Undetermined 1
Author
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Choo, Wei Chong 3 Ho, Jen Sim 2 Zhang, Yuruixian 2 Boon, Shui Hooi 1 Chong, Choo Wei 1 Liu, Min 1 Nassir, Annuar Md. 1 Nie, Ung Sze 1 Sambasivan, Murali 1 Taylor, James W. 1 Wan, Cheong Kin 1 Yee Choy Leong 1 Yuhanis Abdul Aziz 1
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Published in...
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Asian Academy of Management Journal of Accounting and Finance 1 Economic modelling 1 International journal of economics and business research : IJEBR 1 International journal of services, economics and management 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
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The role of implied volatility in volatility combining forecasts
Ho, Jen Sim; Choo, Wei Chong; Boon, Shui Hooi; Wan, … - In: International journal of economics and business … 28 (2024) 2, pp. 171-186
Persistent link: https://www.econbiz.de/10015063337
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Forecasting and modelling for the inbound tourism demand volatility
Zhang, Yuruixian; Choo, Wei Chong; Yuhanis Abdul Aziz; … - In: International journal of services, economics and management 13 (2022) 3, pp. 282-312
Persistent link: https://www.econbiz.de/10013552602
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Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing
Liu, Min; Taylor, James W.; Choo, Wei Chong - In: Economic modelling 93 (2020), pp. 651-659
Persistent link: https://www.econbiz.de/10012430324
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The Persistency of International Diversification Benefits: The Role of The Asymmetry Volatility Model.
Nie, Ung Sze; Chong, Choo Wei; Sambasivan, Murali; … - In: Asian Academy of Management Journal of Accounting and … 10 (2014) 1, pp. 152-165
in portfolio formation, we also investigate the economic implication of the smooth transition exponential smoothing (STES …
Persistent link: https://www.econbiz.de/10011158427
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