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person:"Lesage, James P."
subject:"Prognoseverfahren"
~person:"Audrino, Francesco"
~person:"Hendry, David F."
~subject:"MCMC estimation"
~subject:"Market microstructure"
~type_genre:"Working Paper"
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Prognoseverfahren
MCMC estimation
Market microstructure
Estimation theory
26
Schätztheorie
26
Forecasting model
10
ARCH model
7
ARCH-Modell
7
Estimation
7
Schätzung
7
Time series analysis
7
USA
7
United States
7
Zeitreihenanalyse
7
Monte Carlo simulation
4
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4
Panel
4
Panel study
4
Aktienmarkt
3
Bond market
3
Cointegration
3
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3
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3
Dynamische Optimierung
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Kointegration
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Korrelation
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Marktmikrostruktur
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Multivariate Analyse
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Multivariate analysis
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Rentenmarkt
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Stock market
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Wirtschaftsprognose
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1990-2003
2
1996-2003
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Bayes-Statistik
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Bayesian
2
Bayesian inference
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2
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Working Paper
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16
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11
Aufsatz in Zeitschrift
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16
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Lesage, James P.
Audrino, Francesco
Hendry, David F.
Marcellino, Massimiliano
14
Swanson, Norman R.
13
Huber, Florian
11
Koop, Gary
11
Hyndman, Rob J.
9
Athanasopoulos, George
7
Cai, Zongwu
7
Clark, Todd E.
7
Corradi, Valentina
7
Vahid, Farshid
7
Dijk, Dick van
6
Jordà, Òscar
6
Koopman, Siem Jan
6
Rossi, Barbara
6
Corsi, Fulvio
5
Diebold, Francis X.
5
Gao, Jiti
5
Guillén, Osmani Teixeira de Carvalho
5
Issler, João Victor
5
Linton, Oliver
5
Mitchell, James
5
Armah, Nii Ayi
4
Chevillon, Guillaume
4
Craig, Ben R.
4
Croux, Christophe
4
Giacomini, Raffaella
4
Keller, Joachim G.
4
Knüppel, Malte
4
Lunde, Asger
4
Magnus, Jan R.
4
McCracken, Michael W.
4
Phillips, Peter C. B.
4
Sekhposyan, Tatevik
4
White, Halbert
4
Andersen, Torben
3
Cai, Michael
3
Cheng, Tingting
3
Crespo Cuaresma, Jesús
3
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Nuffield College
1
University of Warwick / Department of Economics
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Working papers on finance
4
Working papers in regional science
3
Economics discussion papers
2
Department of Economics discussion paper series / University of Oxford
1
Warwick economic research papers
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ECONIS (ZBW)
16
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1
Network dependence in multi-indexed data on international trade flows
Lesage, James P.
;
Fischer, Manfred M.
-
2020
Persistent link: https://www.econbiz.de/10012253309
Saved in:
2
Cross-sectional dependence model specifications in a static trade panel data setting
Lesage, James P.
;
Fischer, Manfred M.
-
2019
Persistent link: https://www.econbiz.de/10011988322
Saved in:
3
Cross-sectional dependence model specifications in a static trade panel data setting
Lesage, James P.
;
Fischer, Manfred M.
-
2017
Persistent link: https://www.econbiz.de/10011926160
Saved in:
4
Unpredictability in economic analysis, econometric modeling and forecasting
Hendry, David F.
;
Mizon, Grayham E.
-
2013
Persistent link: https://www.econbiz.de/10009747341
Saved in:
5
Splines for financial volatility
Audrino, Francesco
;
Bühlmann, Peter
-
2008
Persistent link: https://www.econbiz.de/10003903347
Saved in:
6
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
7
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003903350
Saved in:
8
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
Saved in:
9
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
10
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
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