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subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Journal of forecasting"
~person:"Bekiros, Stelios"
~person:"Gupta, Rangan"
~person:"Trung Hai Le"
~subject:"Ausreißer"
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Prognoseverfahren
Ausreißer
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Statistical distribution
2
Statistische Verteilung
2
Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Börsenkurs
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Emerging economies
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Estimation
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Forecast
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GARCH models
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Immobilienfonds
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Method of moments
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Momentenmethode
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Prognose
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REITs
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Real estate fund
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Risikomaß
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Risk measure
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Schwellenländer
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Schätzung
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Share price
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Theorie
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Theory
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Welt
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World
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emerging markets
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expected shortfall
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forecasting
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international data
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time-varying higher moments
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value at risk
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Bekiros, Stelios
Gupta, Rangan
Trung Hai Le
Angelini, Giovanni
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Bonato, Matteo
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Cepni, Oguzhan
1
Choi, Jaehyuk
1
De Angelis, Luca
1
Franta, Michal
1
Ge, Desheng
1
Kang, Kyu Ho
1
Mohammadi, Mohammad
1
Pierdzioch, Christian
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Sohn, Sungbin
1
Tang, Xinyi
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Taylor, James W.
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Trucíos, Carlos
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Trypsteen, Steven
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Journal of forecasting
Computational economics
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International review of financial analysis
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of risk finance : JRF
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ECONIS (ZBW)
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Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
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2
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
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