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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Asai, Manabu"
~person:"Guérin, Pierre"
~subject:"Exchange rate"
~subject:"Forecasting model"
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Schock
Volatilität
Exchange rate
Forecasting model
Estimation
3
Prognoseverfahren
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Schätzung
3
Forecasting
2
Volatility
2
ARCH model
1
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Asai, Manabu
Guérin, Pierre
Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Blasques, Francisco
2
Bräuning, Falk
2
Franses, Philip Hans
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
McAleer, Michael
2
Mumtaz, Haroon
2
Proietti, Tommaso
2
Rapach, David E.
2
Swanson, Norman R.
2
Vahid, Farshid
2
Witt, Stephen F.
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Zhao, Yongchen
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1
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International journal of forecasting
Econometric Institute research papers
6
Discussion paper / Tinbergen Institute
4
Econometric reviews
3
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2
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Economics letters
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ECONIS (ZBW)
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1
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
Saved in:
2
Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 238-252
Persistent link: https://www.econbiz.de/10011474035
Saved in:
3
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 692-711
Persistent link: https://www.econbiz.de/10011474529
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