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isPartOf:"Journal of econometrics"
~person:"Augustyniak, Maciej"
~person:"Corsi, Fulvio"
~subject:"Forecasting model"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
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Forecasting model
Statistical distribution
Statistische Verteilung
Volatility
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Exponential-affine pricing kernels
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Augustyniak, Maciej
Corsi, Fulvio
Bollerslev, Tim
8
Patton, Andrew J.
5
Todorov, Viktor
4
Andersen, Torben
3
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3
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3
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3
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Bouezmarni, Taoufik
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Buccheri, Giuseppe
1
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Journal of econometrics
Global COE Hi-Stat discussion paper series
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
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2
The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
3
Threshold bipower variation and the impact of jumps on volatility forecasting
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
- In:
Journal of econometrics
159
(
2010
)
2
,
pp. 276-288
Persistent link: https://www.econbiz.de/10008840480
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