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subject:"Forecasting model"
subject:"United Kingdom"
~isPartOf:"Journal of econometrics"
~person:"Ghysels, Eric"
~subject:"Volatility"
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Forecasting model
United Kingdom
Volatility
Estimation theory
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Ghysels, Eric
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Lee, Ji Hyung
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Li, Yingying
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Taylor, Robert
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Corradi, Valentina
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Francq, Christian
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Koopman, Siem Jan
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Mykland, Per A.
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Zakoïan, Jean-Michel
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Bollerslev, Tim
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Georgiev, Iliyan
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McCracken, Michael W.
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Meddahi, Nour
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Park, Joon Y.
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Rodrigues, Paulo M. M.
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Swanson, Norman R.
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Tu, Yundong
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Varneskov, Rasmus Tangsgaard
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Xiu, Dacheng
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Bauwens, Luc
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric analysis of financial and economic time series ; part a
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Econometric theory
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Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
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