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~subject:"Börsenkurs"
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Forecast combinations
Aiolfi, Marco
;
Capistrán Carmona, Carlos
;
Timmermann, Allan
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2010
Persistent link: https://www.econbiz.de/10003968390
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2
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Bredahl Kock, Anders
;
Teräsvirta, Timo
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2011
Persistent link: https://www.econbiz.de/10009267762
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3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
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2015
Persistent link: https://www.econbiz.de/10011373232
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4
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
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2016
Persistent link: https://www.econbiz.de/10011524104
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5
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Gatarek, Lukasz
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2014
Persistent link: https://www.econbiz.de/10010418991
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6
Times series : cointegration
Johansen, Søren
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2014
Persistent link: https://www.econbiz.de/10010418999
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7
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
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