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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Audrino, Francesco"
~person:"Francq, Christian"
~person:"Koopman, Siem Jan"
~subject:"Estimation"
~subject:"Forecasting model"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Estimation
Forecasting model
Estimation theory
6
Schätztheorie
6
Schätzung
4
ARCH model
3
ARCH-Modell
3
Maximum likelihood estimation
2
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2
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5
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Audrino, Francesco
Francq, Christian
Koopman, Siem Jan
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Ahn, Seung Chan
1
Antell, Jan
1
Balter, Janine
1
Bos, Charles S.
1
Bu, Ruijun
1
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1
Calvet, Laurent E.
1
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1
Chen, Yi-ting
1
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1
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1
Engle, Robert F.
1
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1
Giet, Ludovic
1
Giordani, Paolo
1
Gérard, Bruno
1
Hadri, Kaddour
1
Hassler, Uwe
1
Janus, Paweł
1
Kadareja, Arjan
1
Kohn, Robert
1
Kokoszka, Piotr
1
Lando, David
1
Lubrano, Michel
1
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1
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1
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1
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1
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1
Mun, Xiuyan
1
Nagakura, Daisuke
1
Nielsen, Mads Stenbo
1
Nielsen, Søren Feodor
1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
11
Journal of econometrics
6
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Working papers on finance
3
Annals of economics and statistics
1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometric reviews
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
NBP working paper
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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1
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
2
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
3
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
4
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
5
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
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