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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of financial analysis"
~person:"Drovandi, Christopher"
~person:"Kumar, Dilip"
~subject:"Analysis of variance"
~subject:"Score-driven models"
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Volatilität
Analysis of variance
Score-driven models
Capital income
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Estimation theory
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Kapitaleinkommen
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Prognoseverfahren
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Schätztheorie
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Corsi, Fulvio
Drovandi, Christopher
Kumar, Dilip
Clements, Adam
2
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1
Bagnato, Luca
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Bauwens, Luc
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Becker, Ralf
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Sucarrat, Genaro
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International journal of forecasting
International review of financial analysis
Economic modelling
4
IIMB management review
2
International review of economics & finance : IREF
2
The journal of prediction markets
2
Theoretical economics letters
2
Decision
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Global COE Hi-Stat discussion paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of quantitative economics
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Macroeconomics and finance in emerging market economies
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Quaderni del Dipartimento di economia politica e statistica
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
3
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
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