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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Journal of econometrics"
~person:"Ghysels, Eric"
~person:"Gil-Alaña, Luis A."
~subject:"Arbeitslosigkeit"
~subject:"Share price"
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Forecasting model
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Ghysels, Eric
Gil-Alaña, Luis A.
Todorov, Viktor
8
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5
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Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
2
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
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