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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
~subject:"Bruttoinlandsprodukt"
~subject:"Interest rate"
~subject:"Monte-Carlo-Simulation"
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Prognoseverfahren
Bruttoinlandsprodukt
Interest rate
Monte-Carlo-Simulation
Estimation
6
Schätzung
6
Volatility
5
Volatilität
5
Capital income
4
Kapitaleinkommen
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Time series analysis
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Estimation theory
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1954-1995
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Factor analysis
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Swanson, Norman R.
Andersen, Torben
Fan, Jianqing
3
Kim, Donggyu
3
Andreou, Elena
2
Bollerslev, Tim
2
Frühwirth-Schnatter, Sylvia
2
Fulop, Andras
2
Ghysels, Eric
2
Hong, Yongmiao
2
Lee, Tae-hwy
2
Li, Junye
2
Mroz, Thomas A.
2
Patton, Andrew J.
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Todorov, Viktor
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Aruoba, S. Borağan
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Barnett, William A.
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Bekaert, Geert
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Bennedsen, Mikkel
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Bergamelli, Michele
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Bianchi, Annamaria
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Blundell, Richard W.
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Chan, Joshua C. C.
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Chauvet, Marcelle
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Chen, Liang
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Chen, Qiang
1
Chen, Ying
1
Cho, Dongchul
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Journal of econometrics
Working papers / Rutgers University, Department of Economics
6
International journal of forecasting
2
Applied financial economics
1
BIS Working Paper
1
BIS working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic inquiry : journal of the Western Economic Association International
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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FRB of Philadelphia Working Paper
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International economic review
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Recent advances in estimating nonlinear models : with applications in economics and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The review of economics and statistics
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ECONIS (ZBW)
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
3
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
4
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
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