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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Working paper"
~person:"Balcilar, Mehmet"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~person:"Schumacher, Christian"
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Prognoseverfahren
Estimation
26
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26
Volatility
13
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13
ARCH model
9
ARCH-Modell
9
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9
Welt
8
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6
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5
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Swanson, Norman R.
Balcilar, Mehmet
Härdle, Wolfgang
McAleer, Michael
Schumacher, Christian
McCracken, Michael W.
5
Chang, Chia-Lin
3
Kapetanios, George
3
Neely, Christopher J.
3
Allen, David E.
2
Amburgey, Aaron
2
Clark, Todd E.
2
Escribano, Álvaro
2
Franses, Philip Hans
2
Guidolin, Massimo
2
Guo, Hui
2
Raunig, Burkhard
2
Scharth, Marcel
2
Sherris, Michael
2
Skiadopoulos, George
2
Thornton, Daniel L.
2
Ungolo, Francesco
2
Zhou, Yuxin
2
Österholm, Pär
2
Ajevskis, Viktors
1
Andonova, Danica Unevska
1
Asai, Manabu
1
Asai, Manuabu
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Attanasio, Orazio P.
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Barrio Castro, Tomás del
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Białkowski, Je̜drzej
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Blazsek, Szabolcs
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Carriero, Andrea
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Chan, Felix
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Craig, Ben R.
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Darvas, Zsolt M.
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Debono, Nathaniel
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Dickins, Paul
1
Doz, Catherine
1
Dueker, Michael
1
Dāvidsons, Gundars
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6
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5
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International review of economics & finance : IREF
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Recent advances in estimating nonlinear models : with applications in economics and finance
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ECONIS (ZBW)
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1
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
2
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
3
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
4
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
5
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
6
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
7
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
8
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670005
Saved in:
9
A simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael
;
Wiphatthanananthakul, Chatayan
-
2010
Persistent link: https://www.econbiz.de/10008670007
Saved in:
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