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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Poon, Aubrey"
~person:"Swanson, Norman R."
~subject:"Statistischer Test"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
Statistischer Test
Volatility
Stochastic process
3
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Theorie
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Theory
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Time series analysis
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Volatilität
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Realized volatility
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Poon, Aubrey
Swanson, Norman R.
Yu, Jun
5
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Chen, Rong
4
Hallin, Marc
4
Koop, Gary
4
Phillips, Peter C. B.
4
Asai, Manabu
3
Cavaliere, Giuseppe
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Marcellino, Massimiliano
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McAleer, Michael
3
Park, Joon Y.
3
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Xiu, Dacheng
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Zhang, Zhengjun
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Boswijk, Herman Peter
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Carriero, Andrea
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Christensen, Kim
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Diebold, Francis X.
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Fan, Yanqin
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Hong, Yongmiao
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Kapetanios, George
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Li, Yong
2
Lieberman, Offer
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Liu, Xialu
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2
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2
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Journal of econometrics
Working papers / Rutgers University, Department of Economics
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Federal Reserve Bank of Cleveland working paper series
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International journal of forecasting
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Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
2
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
3
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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