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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of forecasting"
~person:"Ahumada, Hildegart A."
~person:"Cheung, Siu-hung"
~person:"Ke, Tsung-han"
~subject:"Bootstrap approach"
~subject:"Forecasting model"
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Stochastischer Prozess
Volatility
Bootstrap approach
Forecasting model
Estimation theory
4
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4
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Ahumada, Hildegart A.
Cheung, Siu-hung
Ke, Tsung-han
Härdle, Wolfgang
6
Kouassi, Eugène
3
Lütkepohl, Helmut
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Spokojnyj, Vladimir G.
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Chan, Ngai Hang
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Kymn, Kern O.
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Discussion papers of interdisciplinary research project 373
Journal of forecasting
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A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum
;
Cheung, Siu-hung
;
Chow, Wai Kit
;
Zhang, …
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
Saved in:
2
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:
3
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:
4
On robust estimation of threshold autoregressions
Chan, Wai-Sum
- In:
Journal of forecasting
13
(
1994
)
1
,
pp. 37-49
Persistent link: https://www.econbiz.de/10001154804
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