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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Cecen, A. A."
~person:"Franses, Philip Hans"
~person:"Swanson, Norman R."
~subject:"Estimation"
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Schock
Volatilität
Estimation
Forecasting model
5
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3
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Cecen, A. A.
Franses, Philip Hans
Swanson, Norman R.
Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
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2
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International journal of forecasting
Econometric Institute research papers
19
Working papers / Rutgers University, Department of Economics
8
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5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Report / Econometric Institute, Erasmus University Rotterdam
4
Applied financial economics
3
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Recent advances in estimating nonlinear models : with applications in economics and finance
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1
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan
;
Güney, Ethem
;
Swanson, Norman R.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 555-572
Persistent link: https://www.econbiz.de/10012300700
Saved in:
2
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1075
Persistent link: https://www.econbiz.de/10009316905
Saved in:
3
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
4
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R.
- In:
International journal of forecasting
13
(
1997
)
4
,
pp. 439-461
Persistent link: https://www.econbiz.de/10001240454
Saved in:
5
Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A.
- In:
International journal of forecasting
12
(
1996
)
4
,
pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
Saved in:
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