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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Chen, Yi-ting"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Chen, Yi-ting
Gao, Jiti
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Hyndman, Rob J.
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Poskitt, Donald Stephen
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Phillips, Peter C. B.
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Tu, Yundong
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Wooldridge, Jeffrey M.
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Baltagi, Badi H.
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Forbes, Catherine Scipione
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Frazier, David T.
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Grose, Simone D.
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Harvey, David I.
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Hwang, Eunju
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Jiang, Bin
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Kapetanios, George
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King, Maxwell L.
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Kouassi, Eugène
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Journal of forecasting
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
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ECONIS (ZBW)
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On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
2
Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty
Chen, Yi-ting
- In:
Journal of forecasting
30
(
2011
)
4
,
pp. 409-450
Persistent link: https://www.econbiz.de/10009234516
Saved in:
3
Generalized moment tests for autoregressive conditional duration models
Chen, Yi-ting
;
Hsieh, Chih-sheng
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
3
,
pp. 345-391
Persistent link: https://www.econbiz.de/10003997409
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