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~subject:"Forecasting model"
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Forecasting model
Theorie
68
Theory
68
Prognoseverfahren
54
Volatility
41
Volatilität
40
Time series analysis
39
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39
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36
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29
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Forecasting
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Forecast
11
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Multivariate analysis
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Prognose
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Statistische Verteilung
11
Analysis of variance
10
Risikomaß
10
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26
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Book / Working Paper
29
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25
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22
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18
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3
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English
54
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Patton, Andrew J.
53
Bollerslev, Tim
12
Timmermann, Allan
10
Quaedvlieg, Rogier
8
Oh, Dong Hwan
7
Sheppard, Kevin
5
Ramadorai, Tarun
4
Wang, Wenjing
4
Li, Jia
3
Barendse, Sander
2
Chen, Rui
2
Dimitriadis, Timo
2
Kruttli, Mathias
2
Kruttli, Mathias S.
2
Medeiros, Marcelo C.
2
Schmidt, Patrick W.
2
Ziegel, Johanna
2
De Lira Salvatierra, Irving Arturo
1
Liu, Lily Y.
1
Xu, Wen
1
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London School of Economics and Political Science
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Journal of econometrics
11
ERID working paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
CREATES research paper
3
Discussion paper / Centre for Economic Policy Research
3
Department of Economics discussion paper series / University of Oxford
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Finance and economics discussion series
2
Handbook of financial time series
2
CREATES Research Paper
1
Econometrics papers
1
FEDS Working Paper
1
Handbook of economic forecasting ; Volume 2B
1
Hohenheim discussion papers in business, economics and social sciences
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of monetary economics
1
Journal of the American Statistical Association : JASA
1
LSE STICERD Research Paper
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Review of asset pricing studies
1
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ECONIS (ZBW)
54
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Evaluating volatility and correlation forecasts
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Handbook of financial time series
,
(pp. 801-838)
.
2009
Persistent link: https://www.econbiz.de/10003834236
Saved in:
2
Optimal combinations of realised volatility estimators
Patton, Andrew J.
;
Sheppard, Kevin
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 218-238
Persistent link: https://www.econbiz.de/10003870045
Saved in:
3
Good volatility, bad volatility : signed jumps and the persistence of volatility
Patton, Andrew J.
;
Sheppard, Kevin
- In:
The review of economics and statistics
97
(
2015
)
3
,
pp. 683-697
Persistent link: https://www.econbiz.de/10011333073
Saved in:
4
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
5
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
6
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
Saved in:
7
Comparing possibly misspecified forecasts
Patton, Andrew J.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 796-809
Persistent link: https://www.econbiz.de/10012313371
Saved in:
8
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
9
Properties of optimal forecasts
Patton, Andrew J.
;
Timmermann, Allan
-
2003
Persistent link: https://www.econbiz.de/10001797250
Saved in:
10
Testable implications for forecast optimality
Patton, Andrew J.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002814634
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