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subject:"Germany"
subject:"Prinzipal-Agent-Theorie"
~isPartOf:"DUV / Wirtschaftswissenschaft"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of econometrics"
~person:"Ghysels, Eric"
~subject:"Forecasting model"
~subject:"Volatilität"
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Prinzipal-Agent-Theorie
Forecasting model
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Theorie
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00.10.1992
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11.05.1990
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Ghysels, Eric
Koopman, Siem Jan
40
Dijk, Herman K. van
28
Lucas, André
20
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15
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13
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11
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6
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5
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5
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5
Sluis, Pieter J. van der
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DUV / Wirtschaftswissenschaft
Discussion paper / Tinbergen Institute
Europäische Hochschulschriften / 5
Journal of econometrics
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3
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ECONIS (ZBW)
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1
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
2
Volatility forecasting and microstructure noise
Ghysels, Eric
;
Sinko, Arthur
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10009242520
Saved in:
3
Annals journal of econometrics: predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
-
2006
Persistent link: https://www.econbiz.de/10003376072
Saved in:
4
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
Saved in:
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