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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of forecasting"
~person:"Abraham, Bovas"
~person:"Ahumada, Hildegart A."
~person:"Ben-Zion, Uri"
~person:"Ke, Tsung-han"
~subject:"Bootstrap approach"
~subject:"Forecasting model"
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Stochastischer Prozess
Volatility
Bootstrap approach
Forecasting model
Estimation theory
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4
Volatilität
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Abraham, Bovas
Ahumada, Hildegart A.
Ben-Zion, Uri
Ke, Tsung-han
Härdle, Wolfgang
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Lütkepohl, Helmut
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Discussion papers of interdisciplinary research project 373
Journal of forecasting
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ECONIS (ZBW)
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Forecasting volatility with many predictors
Ke, Tsung-han
;
Hu, Yu-pin
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 743-754
Persistent link: https://www.econbiz.de/10010344461
Saved in:
2
Break detectability and mean square forecast error ratios for selecting estimation windows
Ahumada, Hildegart A.
- In:
Journal of forecasting
31
(
2012
)
8
,
pp. 688-705
Persistent link: https://www.econbiz.de/10009722642
Saved in:
3
Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
Chen, Bei
;
Gel, Yulia R.
;
Balakrishna, N.
;
Abraham, Bovas
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10009233916
Saved in:
4
The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie
;
Ben-Zion, Uri
;
Wettstein, David
- In:
Journal of forecasting
26
(
2007
)
7
,
pp. 457-473
Persistent link: https://www.econbiz.de/10003593886
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