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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Journal of forecasting"
~person:"Chen, Langnan"
~person:"Clark, Todd E."
~source:"econis"
~subject:"Scientific modelling"
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Prognoseverfahren
Scientific modelling
Estimation
2
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2
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2
ARFIMAX-FIGARCH model
1
Aktienindex
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Estimation theory
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Swanson, Norman R.
Chen, Langnan
Clark, Todd E.
Chan, Ngai Hang
3
Gupta, Rangan
3
Cepni, Oguzhan
2
O'Hare, Colin
2
Pierdzioch, Christian
2
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Journal of forecasting
Working papers / Rutgers University, Department of Economics
6
Federal Reserve Bank of Cleveland working paper series
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Journal of applied econometrics
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Discussion papers / CEPR
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International journal of forecasting
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FRB of Cleveland Working Paper
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Working paper
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Discussion paper / Centre for Economic Policy Research
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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 Kansas City Working Paper
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FRB of Philadelphia Working Paper
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Finance and economics discussion series
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Journal of econometrics
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Journal of empirical finance
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Norges Bank Working Paper 2012/09
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Quantitative finance and economics
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Recent advances in estimating nonlinear models : with applications in economics and finance
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Strathclyde discussion papers in economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
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Realized volatility forecast of stock index under structural breaks
Yang, Ke
;
Chen, Langnan
;
Tian, Fengping
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
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2
Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E.
- In:
Journal of forecasting
23
(
2004
)
2
,
pp. 115-139
Persistent link: https://www.econbiz.de/10001980723
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