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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Cecen, A. A."
~person:"Gerlach, Richard"
~person:"Klein, Tony"
~subject:"Volatility"
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Schock
Volatilität
Volatility
Estimation
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Forecasting model
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Prognoseverfahren
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Theorie
3
Theory
3
Markov chain
2
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Agricultural commodities
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Agriculture commodity futures
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Chaos theory
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Chaostheorie
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Exchange rate
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Exchange rate theory
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Cecen, A. A.
Gerlach, Richard
Klein, Tony
Ahmed, Shamim
1
Arroyo, Javier
1
Asai, Manabu
1
Audrino, Francesco
1
Ballinari, Daniele
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
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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
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1
Decressin, Jörg
1
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1
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1
Eraslan, Sercan
1
Erkal, Cahit
1
Filis, George
1
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Fu, Jin-Yu
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International journal of forecasting
Energy economics
1
Finance research letters
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Quantitative finance
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ECONIS (ZBW)
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1
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
2
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
3
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
4
Forecasting volatility with asymmetric smooth transition dynamic range models
Lin, Edward M. H.
;
Chen, Cathy W. S.
;
Gerlach, Richard
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10009581921
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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