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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Bergmeir, Christoph"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation theory
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auto regression
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Bergmeir, Christoph
Gao, Jiti
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Peng, Bin
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Hyndman, Rob J.
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Martin, Gael M.
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Dong, Chaohua
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Poskitt, Donald Stephen
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Koo, Bonsoo
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Wooldridge, Jeffrey M.
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Yang, Yanrong
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Frazier, David T.
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Grose, Simone D.
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Hwang, Eunju
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Jiang, Bin
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Leybourne, Stephen James
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Liu, Fei
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McCabe, Brendan Peter Martin
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Moura, Guilherme Valle
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Nadarajah, K.
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Pan, Guangming
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Pesaran, M. Hashem
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Phillips, Peter C. B.
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Su, Liangjun
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Tjostheim, Dag
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Audrino, Francesco
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
1
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A note on the validity of cross-validation for evaluating time series prediction
Bergmeir, Christoph
;
Hyndman, Rob J.
;
Koo, Bonsoo
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2015
Persistent link: https://www.econbiz.de/10011781237
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Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation
Bergmeir, Christoph
;
Hyndman, Rob J.
;
Benítez …
-
2014
Persistent link: https://www.econbiz.de/10010349980
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