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subject:"Risk"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Cavaliere, Giuseppe"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"Verhaltensökonomik"
~subject:"Zeitreihenanalyse"
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Cavaliere, Giuseppe
Barigozzi, Matteo
4
Chen, Rong
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Diebold, Francis X.
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Hall, Stephen G.
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Hallin, Marc
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Koop, Gary
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Journal of econometrics
Journal of forecasting
Journal of international money and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
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2
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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