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ARCH model 1 ARCH-Modell 1 Capital income 1 Estimation 1 Estimation theory 1 Forecasting model 1 Kapitaleinkommen 1 Prognoseverfahren 1 Schätztheorie 1 Schätzung 1 Structural break 1 Strukturbruch 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 interval prediction 1 locally stationary data 1 non-stationarity 1 realized volatility 1 structural breaks 1 time-varying data 1
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Chen, Jie 1 Politis, Dimitris N. 1
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Journal of time series econometrics 1
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Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie; Politis, Dimitris N. - In: Journal of time series econometrics 12 (2020) 2, pp. 1-36
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