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person:"Lesage, James P."
subject:"Prognoseverfahren"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Audrino, Francesco"
~person:"Zhang, Xibin"
~subject:"Bayes-Statistik"
~subject:"MCMC estimation"
~subject:"Monte-Carlo-Simulation"
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Prognoseverfahren
Bayes-Statistik
MCMC estimation
Monte-Carlo-Simulation
Estimation
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Estimation theory
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Schätztheorie
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USA
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Lesage, James P.
Audrino, Francesco
Zhang, Xibin
Corsi, Fulvio
2
Gallant, A. Ronald
2
Amengual, Dante
1
Caldeira, João F.
1
Calvet, Laurent E.
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Czellar, Veronika
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Francq, Christian
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Geweke, John
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Horváth, Lajos
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Kim, Chae-yŏng
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Lunde, Asger
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Trojani, Fabio
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Velasco, Carlos
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Wei, Wei
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Working papers in regional science
4
Working papers on finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of geographical systems : geographical information, analysis, theory, and decision
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Econometric reviews
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Econometrics : open access journal
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International journal of forecasting
1
International regional science review
1
Journal of empirical finance
1
Journal of productivity analysis
1
Papers in regional science : the journal of the Regional Science Association International
1
Regional science & urban economics
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Spatial econometric interaction modelling
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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University of St. Gallen Department of Economics Discussion Paper
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Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
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2
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
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