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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometric reviews"
~person:"Asai, Manabu"
~person:"Timmermann, Allan"
~subject:"Deutschland"
~subject:"Volatilität"
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Portfolio-Management
United States
Deutschland
Volatilität
Theorie
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Theory
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10
Prognoseverfahren
10
Estimation
8
Schätzung
8
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1962-2011
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Asai, Manabu
Timmermann, Allan
Uppal, Raman
11
Marcellino, Massimiliano
9
Zenou, Yves
8
Başak, Suleyman
7
McAleer, Michael
7
Redding, Stephen
6
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6
Sentana, Enrique
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Acemoglu, Daron
5
Audretsch, David B.
5
Farmer, Roger E. A.
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Forni, Mario
5
Guner, Nezih
5
Krueger, Dirk
5
Lettau, Martin
5
Maasoumi, Esfandiar
5
Nieuwerburgh, Stijn van
5
Pavlova, Anna
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Perri, Fabrizio
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Rebelo, Sérgio
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Uribe, Martín
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Snower, Dennis J.
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4
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Discussion paper / Centre for Economic Policy Research
Econometric reviews
Discussion paper / Department of Economics, University of California San Diego
5
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5
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4
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2
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ECONIS (ZBW)
13
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1
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
-
2017
Persistent link: https://www.econbiz.de/10011653086
Saved in:
2
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
3
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
4
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
Saved in:
5
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010409119
Saved in:
6
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
7
Risky arbitrage strategies : optimal portfolio choice and economic implications
Liu, Jun
;
Van Reenen, John
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003830654
Saved in:
8
Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003814581
Saved in:
9
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
Saved in:
10
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
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