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source:"econis"
subject:"Estimation"
~isPartOf:"Journal of the Operational Research Society"
~person:"Gupta, Rangan"
~person:"Lo, Andrew W."
~person:"Shi, Yanlin"
~subject:"Börsenkurs"
~subject:"Mathematical programming"
~subject:"Prognoseverfahren"
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Estimation
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Mathematical programming
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3
Forecasting model
2
Schätzung
2
Volatility
2
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Gupta, Rangan
Lo, Andrew W.
Shi, Yanlin
Gabriel, Steven A.
4
Salhi, Saïd
3
Akartunalı, Kerem
2
Araujo, Silvio Alexandre de
2
Battarra, Maria
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Erdoğan, Güneş
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Journal of the Operational Research Society
Department of Economics working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
Finance research letters
7
NBER working paper series
7
NBER Working Paper
5
Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
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1
A closed-form solution for the stochastic volatility model with applications on international stock markets
Shi, Yanlin
- In:
Journal of the Operational Research Society
74
(
2023
)
4
,
pp. 1183-1197
Persistent link: https://www.econbiz.de/10014334888
Saved in:
2
Forecasting mortality rates with the penalized exponential smoothing state space model
Shi, Yanlin
- In:
Journal of the Operational Research Society
73
(
2022
)
5
,
pp. 955-968
Persistent link: https://www.econbiz.de/10013372955
Saved in:
3
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
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