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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International journal of forecasting"
~person:"Asai, Manabu"
~subject:"Capital income"
~subject:"Forecasting model"
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Schock
Volatilität
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Forecasting model
ARCH model
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Estimation
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Kapitaleinkommen
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Schätzung
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Volatility
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Bayes-Statistik
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Commodity markets
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Asai, Manabu
Gupta, Rangan
6
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5
Athanasopoulos, George
3
Huber, Florian
3
Kanas, Angelos
3
Ma, Feng
3
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International journal of finance & economics : IJFE
International journal of forecasting
Econometric Institute research papers
6
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
Journal of econometrics
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The econometrics journal
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Asia-Pacific financial markets
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Econometrics : open access journal
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Handbook of financial time series
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
2
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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