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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Drovandi, Christopher"
~person:"Kumar, Dilip"
~person:"Taylor, James W."
~subject:"Analysis of variance"
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Volatilität
Analysis of variance
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Corsi, Fulvio
Drovandi, Christopher
Kumar, Dilip
Taylor, James W.
Clements, Adam
2
Bagnato, Luca
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International journal of forecasting
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Journal of forecasting
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The journal of prediction markets
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Theoretical economics letters
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Global COE Hi-Stat discussion paper series
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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
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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
An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun
;
Taylor, James W.
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 377-388
Persistent link: https://www.econbiz.de/10012030985
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