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isPartOf:"Journal of econometrics"
~isPartOf:"Economics letters"
~isPartOf:"NCER working paper series"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
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Prognoseverfahren
Volatilität
495
Volatility
494
USA
174
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174
Theorie
171
Theory
171
Börsenkurs
119
Share price
119
Estimation
87
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87
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68
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46
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Clements, Adam
13
Becker, Ralf
4
Diebold, Francis X.
4
Andersen, Torben
3
Bollerslev, Tim
3
Christoffersen, Peter F.
3
Hurn, Stan
3
Silvennoinen, Annastiina
3
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2
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2
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2
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2
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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
Lettau, Martin
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Noh, Jaesun
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1
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Journal of econometrics
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Department of Economics working paper series
38
Discussion paper / Tinbergen Institute
29
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29
CREATES research paper
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Finance and economics discussion series
17
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SFB 649 discussion paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
28
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1
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:
2
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
3
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2016
Persistent link: https://www.econbiz.de/10011540476
Saved in:
4
The role of index jumps and cojumps in forecasting stock index volatility : evidence from the Dow Jones index
Clements, Adam
;
Liao, Yin
-
2014
Persistent link: https://www.econbiz.de/10011343882
Saved in:
5
Modeling and forecasting realized volatility : getting the most out of the jump component
Clements, Adam
;
Liao, Yin
-
2013
Persistent link: https://www.econbiz.de/10009789511
Saved in:
6
Selecting forecasting models for portfolio allocation
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
2012
Persistent link: https://www.econbiz.de/10009575265
Saved in:
7
Semi-parametric forecasting of spikes in electricity prices
Clements, Adam
;
Fuller, Joanne
;
Hurn, Stan
-
2012
Persistent link: https://www.econbiz.de/10009552484
Saved in:
8
Forecasting multivariate volatility in larger dimensions : some practical issues
Clements, Adam
;
Scott, Ayesha
;
Silvennoinen, Annastiina
-
2012
Persistent link: https://www.econbiz.de/10009552496
Saved in:
9
Forecasting increases in the VIX : a timevarying long volatility hedge for equities
Clements, Adam
;
Fuller, Joanne
-
2012
Persistent link: https://www.econbiz.de/10009665912
Saved in:
10
Volatility timing and portfolio selection : how best to forecast volatility
Clements, Adam
;
Silvennoinen, Annastiina
-
2011
Persistent link: https://www.econbiz.de/10009405949
Saved in:
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