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isPartOf:"Journal of econometrics"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Barigozzi, Matteo"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Volatility"
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Prognoseverfahren
Volatility
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Barigozzi, Matteo
Bollerslev, Tim
8
Andersen, Torben
6
Diebold, Francis X.
5
Patton, Andrew J.
5
Ghysels, Eric
4
Christoffersen, Peter F.
3
Engle, Robert F.
3
Hallin, Marc
3
Kim, Donggyu
3
Zhou, Hao
3
Ardia, David
2
Balaban, Ercan
2
Bekaert, Geert
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Fan, Jianqing
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Gallo, Giampiero M.
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Hoerova, Marie
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Koop, Gary
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Quaedvlieg, Rogier
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Santa-Clara, Pedro
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Valkanov, Rossen I.
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Asai, Manabu
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Aït-Sahalia, Yacine
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Journal of econometrics
Economics letters
Working paper / National Bureau of Economic Research, Inc.
ECARES working paper
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LEM working paper series
1
Working paper series / European Central Bank
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Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
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2
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
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