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~subject:"Analysis of variance"
~subject:"Estimation theory"
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Analysis of variance
Estimation theory
Volatility
121
Volatilität
115
Realized variance
97
Prognoseverfahren
80
Forecasting model
77
realized variance
75
Zeitreihenanalyse
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Rombouts, Jeroen V. K.
3
Chang, Yoosoon
2
Choi, Yongok
2
Clements, Adam
2
Croux, Christophe
2
Fičura, Milan
2
Karanasos, Menelaos
2
Kim, Hwagyun
2
Lucas, André
2
Mammen, Enno
2
Opschoor, Anne
2
Park, Joon Y.
2
Patton, Andrew J.
2
Preve, Daniel P. A.
2
Vogt, Michael
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Watanabe, Toshiaki
2
Yfanti, Stavroula
2
Abdymomunov, Azamat
1
Allaj, Erindi
1
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1
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1
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1
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1
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1
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1
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1
Cheng, Hang
1
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1
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1
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1
Couleau, Anabelle
1
Cui, Zhenyu
1
Dijk, Dick van
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Dong, Yingjie
1
Dufays, Arnaud
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Gottfried Wilhelm Leibniz Universität Hannover
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International journal of forecasting
5
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5
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4
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3
Finance research letters
2
Finmap working paper
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1
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1
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1
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1
Journal of international money and finance
1
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Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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NCER working paper series
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Review of managerial science
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The North American journal of economics and finance : a journal of financial economics studies
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31
Market variance risk premiums in Japan for asset predictability
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
1
,
pp. 169-198
Persistent link: https://www.econbiz.de/10010379960
Saved in:
32
Options-implied variance and future stock returns
Guo, Hui
;
Qiu, Buhui
- In:
Journal of banking & finance
44
(
2014
),
pp. 93-113
Persistent link: https://www.econbiz.de/10010410375
Saved in:
33
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
34
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
35
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
36
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
-
2019
Persistent link: https://www.econbiz.de/10012431202
Saved in:
37
Comparison of range-based volatility estimators against integrated volatility in European emerging markets
Arnerić, Josip
;
Matković, Mario
;
Sorić, Petar
- In:
Finance research letters
28
(
2019
),
pp. 118-124
Persistent link: https://www.econbiz.de/10012388033
Saved in:
38
Realized variance modeling : decoupling forecasting from estimation
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 532-555
Persistent link: https://www.econbiz.de/10012316698
Saved in:
39
The information content of short-term options
Oikonomou, Ioannis
;
Stancu, Andrei
;
Symeonidis, Lazaros
; …
- In:
Journal of financial markets
46
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012317893
Saved in:
40
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
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