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~subject:"Forecasting model"
~subject:"Schätzung"
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Forecasting model
Schätzung
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963
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963
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563
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517
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8
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8
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8
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7
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7
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7
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7
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6
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6
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6
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5
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4
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4
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4
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3
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3
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3
Lucas, André
3
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3
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3
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7
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6
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6
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5
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5
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5
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5
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3
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3
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3
Research in international business and finance
3
SFB 649 Discussion Paper
3
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3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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3
American journal of finance and accounting
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ECONIS (ZBW)
426
EconStor
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1
Forecasting price spikes in electricity markets
Stathakis, Efthymios
;
Papadimitriou, Theophilos
; …
- In:
Review of Economic Analysis : REA
12
(
2020
)
2
,
pp. 1-24
of an AR-
EGARCH
model. The generalization ability of the model is tested in an out-of-the-sample dataset consisting of …
Persistent link: https://www.econbiz.de/10012269364
Saved in:
2
Modelling and forecasting volatility of the Botswana and Namibia stock market returns : evidence using GARCH models with different distribution densities
Coffie, William
- In:
Global business & economics review
20
(
2018
)
1
,
pp. 18-35
Persistent link: https://www.econbiz.de/10011953628
Saved in:
3
l 1 - penalized likelihood smoothing of volatility processes allowing for abrupt changes
Neto, David
;
Sardy, Sylvain
;
Tseng, Paul
-
2009
Persistent link: https://www.econbiz.de/10003926975
Saved in:
4
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
5
Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan
;
Robinzonov, Nikolay
;
Spindler, Martin
- In:
Journal of banking & finance
58
(
2015
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
Saved in:
6
Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
;
Tripathy, Trilochan
- In:
Applied economics
52
(
2020
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
Saved in:
7
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
8
Empirical analysis of dynamic linkages between China and international stock markets
Chiang, Thomas C.
;
Chen, Xiaoyu
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 189-212
Persistent link: https://www.econbiz.de/10011543897
Saved in:
9
Taxing interest on deposits : theoretical and empirical analysis for the case of Lebanon
Azar, Samih Antoine
- In:
Review of Middle East economics and finance
12
(
2016
)
1
,
pp. 31-54
Persistent link: https://www.econbiz.de/10011479997
Saved in:
10
A correcting note on forecasting conditional variance using ARIMA vs. GARCH model
Azimi, Mohammad Naim
;
Shahidzada, Seyed Farhad
- In:
International journal of economics and finance
11
(
2019
)
5
,
pp. 145-152
Persistent link: https://www.econbiz.de/10012012282
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