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isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Search: subject_exact:"ARFIMA model"
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Stochastischer Prozess
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Breitung, Jörg
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Cross, Jamie
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Hafner, Christian M.
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International journal of forecasting
Journal of empirical finance
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Handbook of economic forecasting ; Vol. 1
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and finance
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Journal of Asian economics
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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A statistical equilibrium perspective on corporate profitability
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ANU working papers in economics and econometrics
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Acta Universitatis Oeconomicae Helsingiensis / A
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Algorithmic approaches to financial technology : forecasting, trading, and optimization
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1
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
2
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
3
Density forecasting for the efficient balancing of the generation and consumption of electricity
Taylor, James W.
- In:
International journal of forecasting
22
(
2006
)
4
,
pp. 707-724
Persistent link: https://www.econbiz.de/10003385855
Saved in:
4
Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
Saved in:
5
Realized volatility in the futures markets
Thomakos, Dimitrios D.
;
Wang, T'ao
- In:
Journal of empirical finance
10
(
2003
)
3
,
pp. 321-353
Persistent link: https://www.econbiz.de/10001752107
Saved in:
6
Special issue: Forecasting long memory processes
Baillie, Richard
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001667912
Saved in:
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