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person:"Rombouts, Jeroen V. K."
~isPartOf:"International journal of forecasting"
~person:"Francq, Christian"
~person:"McAleer, Michael"
~subject:"Time series analysis"
~subject:"Volatilität"
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Rombouts, Jeroen V. K.
Francq, Christian
McAleer, Michael
Wang, Yudong
4
Zhang, Yaojie
4
Ma, Feng
3
Catania, Leopoldo
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Chen, Cathy W. S.
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International journal of forecasting
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1
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
2
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
3
The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
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