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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Koop, Gary"
~person:"Kumar, Dilip"
~person:"Lucas, André"
~person:"Woźniak, Tomasz"
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Volatilität
Estimation theory
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Time series analysis
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Corsi, Fulvio
Koop, Gary
Kumar, Dilip
Lucas, André
Woźniak, Tomasz
Clements, Adam
2
Bagnato, Luca
1
Bauwens, Luc
1
Becker, Ralf
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International journal of forecasting
Discussion paper / Tinbergen Institute
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International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
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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
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
4
Testing causality between two vectors in multivariate GARCH models
Woźniak, Tomasz
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 876-894
Persistent link: https://www.econbiz.de/10011474616
Saved in:
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