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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Koopman, Siem Jan"
~person:"Kumar, Dilip"
~subject:"Prognoseverfahren"
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Volatility
Prognoseverfahren
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Croux, Christophe
Koopman, Siem Jan
Kumar, Dilip
Cai, Zongwu
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
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KBI
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Economic modelling
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Journal of econometrics
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IIMB management review
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International journal of forecasting
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International review of economics & finance : IREF
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The journal of prediction markets
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Theoretical economics letters
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Discussion paper series / LSE Financial Markets Group
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Econometric reviews
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Handbook of financial time series
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of forecasting
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Journal of quantitative economics
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Macroeconomics and finance in emerging market economies
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NBP working paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Tinbergen Institute Discussion Paper 09-110/4
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Tinbergen Institute Discussion Paper 20-004/III
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Tinbergen Institute Discussion Paper 2018-027/III
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Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
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