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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Discussion paper in financial economics : FE"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~person:"Franses, Philip Hans"
~person:"Hong, Harrison G."
~person:"Keim, Donald B."
~person:"Kirby, Chris"
~person:"Timmermann, Allan"
~person:"Witt, Stephen F."
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Bond"
~subject:"Risk"
~subject:"Stock market"
~subject:"Volatility"
~subject:"Volatilität"
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Börsenkurs
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Estimation
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Franses, Philip Hans
Hong, Harrison G.
Keim, Donald B.
Kirby, Chris
Timmermann, Allan
Witt, Stephen F.
McAleer, Michael
5
Asai, Manabu
4
Chan, Joshua
3
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2
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Discussion paper in financial economics : FE
Econometric reviews
International journal of forecasting
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7
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6
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5
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4
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Report / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
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1
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
2
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
3
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
4
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
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