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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Journal of forecasting"
~person:"Hess, Dieter"
~person:"Hong, Harrison G."
~person:"Härdle, Wolfgang"
~subject:"Aktienmarkt"
~subject:"Marktmikrostruktur"
~subject:"Risk"
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Börsenkurs
Financial analysis
Aktienmarkt
Marktmikrostruktur
Risk
Estimation
2
Schätzung
2
ARCH model
1
ARCH-Modell
1
CIR model
1
Estimation theory
1
Exchange rate
1
Factor analysis
1
Faktorenanalyse
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Financial market
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Finanzmarkt
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Forecasting model
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Staatspapier
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Theorie
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USA
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Volatility
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Volatilität
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Hess, Dieter
Hong, Harrison G.
Härdle, Wolfgang
Pierdzioch, Christian
2
An, Yang
1
Asgharian, Hossein
1
Black, Angela J.
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
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Hou, Ai Jun
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Huu Nhan Duong
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Journal of forecasting
SFB 649 discussion paper
16
NBER Working Paper
6
Working paper / National Bureau of Economic Research, Inc.
5
CoFE discussion papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Journal of financial economics
3
Working paper / Centre for Financial Research
3
Applied quantitative finance
2
CFS working paper series
2
Discussion paper
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Discussion papers of interdisciplinary research project 373
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Journal of banking & finance
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ZEW discussion papers
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Discussion paper series / Harvard Institute of Economic Research
1
Diskussionsbeiträge / 2
1
European finance review : the official journal of the European Finance Association
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Institutional arrangements for global economic integration
1
International journal of theoretical and applied finance
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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Journal of economic dynamics & control
1
Journal of empirical finance
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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The review of financial studies
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ECONIS (ZBW)
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Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
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