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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"DNB working paper"
~isPartOf:"Econometric reviews"
~person:"Timmermann, Allan"
~subject:"Bayesian inference"
~subject:"Deutschland"
~subject:"Volatilität"
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Portfolio-Management
United States
Bayesian inference
Deutschland
Volatilität
Estimation
2
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2
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2
Theory
2
USA
2
1871-2003
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1959-2002
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Timmermann, Allan
McAleer, Michael
7
An, Sungbae
5
Maasoumi, Esfandiar
5
Schorfheide, Frank
5
Asai, Manabu
4
Chen Zhou
4
Cavaliere, Giuseppe
3
Gouriéroux, Christian
3
Lopes, Hedibert Freitas
3
Pesaran, M. Hashem
3
Pick, Andreas
3
Soofi, Ehsan S.
3
Taylor, Robert
3
Zellner, Arnold
3
Adolfson, Malin
2
Anyfantaki, Sofia
2
Bordignon, Silvano
2
Canova, Fabio
2
Caporin, Massimiliano
2
Chan, Joshua
2
Dijk, Herman K. van
2
Geweke, John
2
Jawadi, Fredj
2
Li, Qi
2
Lindé, Jesper
2
Martin, Gael M.
2
Omori, Yasuhiro
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Oordt, Maarten van
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Rombouts, Jeroen V. K.
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Tzavalis, Elias
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1
Agur, Itai
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Ahn, Seung Chan
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DNB working paper
Econometric reviews
Discussion paper / Centre for Economic Policy Research
9
Discussion paper / Department of Economics, University of California San Diego
5
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3
Journal of econometrics
3
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ECONIS (ZBW)
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Variable selection, estimation and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003978514
Saved in:
2
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
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