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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~person:"Feng, Yuanhua"
~subject:"Monte Carlo simulation"
~subject:"Nichtparametrisches Verfahren"
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Prognoseverfahren
Regression analysis
Monte Carlo simulation
Nichtparametrisches Verfahren
ARCH model
2
ARCH-Modell
2
Aktienindex
2
Börsenkurs
2
Deutschland
2
Estimation
2
Estimation theory
2
Germany
2
Nonparametric statistics
2
Schätztheorie
2
Schätzung
2
Share price
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Stock index
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Theorie
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Theory
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Feng, Yuanhua
Linton, Oliver
10
Phillips, Peter C. B.
8
Li, Qi
6
Wang, Qiying
6
Chen, Songnian
5
Su, Liangjun
5
Xia, Yingcun
5
Hoderlein, Stefan
4
Kanaya, Shin
4
Kong, Efang
4
Yang, Lijian
4
Cai, Zongwu
3
Florens, Jean-Pierre
3
Gao, Jiti
3
Lu, Xun
3
Newey, Whitney K.
3
Otsu, Taisuke
3
Shin, Dong-wan
3
Sperlich, Stefan
3
Sriananthakumar, Sivagowry
3
Sun, Yiguo
3
Xiao, Zhijie
3
Yang, Yuhong
3
Bugni, Federico A.
2
Chan, Ngai Hang
2
Chen, Haiqiang
2
Chen, Xiaohong
2
Dong, Hao
2
Duffy, James A.
2
Escanciano, Juan Carlos
2
Hahn, Jinyong
2
Hansen, Bruce E.
2
Johannes, Jan
2
Jun, Sung Jae
2
Khan, Shakeeb
2
Kim, Woocheol
2
Klein, Roger W.
2
Kourtellos, Andros
2
Kumar, Dilip
2
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Econometric theory
Economic modelling
CIE working paper series
5
CoFE discussion papers
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
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ECONIS (ZBW)
2
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Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
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2
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
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