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Modeling and Forecasting DAX I...
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Forecasting model
Börsenkurs
7
Index-Futures
7
Schätzung
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Deutschland
6
Estimation
6
Index futures
6
Share price
6
Clustering
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Germany
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Handelsvolumen der Börse
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Trading volume
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Incidental Truncation
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Index Options
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Volatility
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Volume
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ACD models
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Prognoseverfahren
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Theorie
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Theory
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Volatilität
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Aktienmarkt
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Australia
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Market Microstructure
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Stock market
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Time series analysis
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Zeitreihenanalyse
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2000-2004
1
ARFIMA-Modell
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Australien
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Börsenumsatz
1
Comparison
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Daily Seasonality
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Dauer
1
Density forecasts Acknowledgements: The authors are most grateful to a referee for helpful comments and suggestions. This paper forms part of an ARC Linkage Grant research project
1
Density forecasts Acknowledgements: This paper forms part of an ARC Linkage Grant research project
1
Derivat
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Derivative
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Deutscher Aktienindex
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English
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Allen, David E.
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Lazarov, Zdravetz N.
2
McAleer, Michael
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Lazarov, Zdravetz
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Peiris, Shelton
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Bonn Graduate School of Economics
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School of Accounting, Finance and Economics & FEMARC working paper series
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Bonn Econ Discussion Papers / BGSE
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ECONIS (ZBW)
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Modeling and forecasting DAX index volatility
Lazarov, Zdravetz
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040246
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Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003805629
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3
Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
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