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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Cai, Zongwu"
~person:"Kumar, Dilip"
~subject:"Börsenkurs"
~subject:"Forecasting model"
~type_genre:"Non-commercial literature"
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Volatility
Börsenkurs
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Estimation theory
34
Schätztheorie
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Estimation
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Bollerslev, Tim
Cai, Zongwu
Kumar, Dilip
Swanson, Norman R.
17
Marcellino, Massimiliano
16
Koopman, Siem Jan
13
Huber, Florian
12
Kapetanios, George
12
Koop, Gary
12
Linton, Oliver
12
Pesaran, M. Hashem
11
Corradi, Valentina
9
Croux, Christophe
9
Diebold, Francis X.
9
Hyndman, Rob J.
9
Clark, Todd E.
8
Dijk, Dick van
8
Lucas, André
8
Athanasopoulos, George
7
Gao, Jiti
7
Härdle, Wolfgang
7
Phillips, Peter C. B.
7
Teräsvirta, Timo
7
Vahid, Farshid
7
Andersen, Torben
6
Audrino, Francesco
6
Brandt, Michael W.
6
Chan, Joshua
6
Gouriéroux, Christian
6
Jordà, Òscar
6
Rossi, Barbara
6
Spokojnyj, Vladimir G.
6
Bailey, Natalia
5
Bauwens, Luc
5
Bibinger, Markus
5
Daníelsson, Jón
5
Franses, Philip Hans
5
Guillén, Osmani Teixeira de Carvalho
5
Hafner, Christian M.
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Working papers series in theoretical and applied economics
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ECONIS (ZBW)
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1
A combination forecast for nonparametric models with structural breaks
Cai, Zongwu
;
Gunawan
-
2023
Persistent link: https://www.econbiz.de/10014414260
Saved in:
2
A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2022
Persistent link: https://www.econbiz.de/10012888261
Saved in:
3
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
-
2021
Persistent link: https://www.econbiz.de/10012425349
Saved in:
4
A new robust inference for asset return predictability via quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
-
2020
Persistent link: https://www.econbiz.de/10012203086
Saved in:
5
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
-
2020
Persistent link: https://www.econbiz.de/10012425329
Saved in:
6
Realized volatility forecasting based on dynamic quantile model averaging
Cai, Zongwu
;
Ma, Chaoqun
;
Mi, Xianhua
-
2020
Persistent link: https://www.econbiz.de/10012312856
Saved in:
7
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
-
2018
Persistent link: https://www.econbiz.de/10011965817
Saved in:
8
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
9
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
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