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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of forecasting"
~isPartOf:"The journal of prediction markets"
~person:"Abraham, Bovas"
~person:"Kumar, Dilip"
~subject:"Zeitreihenanalyse"
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Volatility
Zeitreihenanalyse
Estimation theory
4
Forecasting model
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Prognoseverfahren
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Schätztheorie
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ARCH model
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ARCH-Modell
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the AddRS volatility estimator
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volatility components
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volatility prediction
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Croux, Christophe
Abraham, Bovas
Kumar, Dilip
Ravishanker, Nalini
3
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Palma, Wilfredo
2
Shang, Han Lin
2
Taylor, James W.
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Tsay, Ruey S.
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Aczel, Amir D.
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Alpuim, M. Teresa
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Balakrishna, N.
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Fei, Tianlun
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Journal of forecasting
The journal of prediction markets
KBI
9
Economic modelling
4
IIMB management review
2
International review of economics & finance : IREF
2
Theoretical economics letters
2
Decision
1
Discussion paper / Tinbergen Institute
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International journal of forecasting
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International review of financial analysis
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Journal of econometric methods
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Journal of quantitative economics
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Macroeconomics and finance in emerging market economies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
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2
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
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3
Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
Chen, Bei
;
Gel, Yulia R.
;
Balakrishna, N.
;
Abraham, Bovas
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10009233916
Saved in:
4
Robust forecasting with exponential and Holt-Winters smoothing
Gelper, Sarah
;
Fried, Roland
;
Croux, Christophe
- In:
Journal of forecasting
29
(
2010
)
3
,
pp. 285-300
Persistent link: https://www.econbiz.de/10003962570
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