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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~person:"Giannakas, Kōnstantinos"
~person:"Kalckreuth, Ulf von"
~person:"Karmakar, S."
~subject:"Forecasting model"
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Stochastischer Prozess
Volatility
Forecasting model
Estimation theory
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Giannakas, Kōnstantinos
Kalckreuth, Ulf von
Karmakar, S.
Wu, Xinyu
2
Adesina, Tola
1
Ardia, David
1
Arnerić, Josip
1
Baltagi, Badi H.
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Chudý, M.
1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Discussion paper / Deutsche Bundesbank
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Long-term prediction intervals of economic time series
Chudý, M.
;
Karmakar, S.
;
Wu, W. B.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 191-222
Persistent link: https://www.econbiz.de/10012216373
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2
Panel estimation of state-dependent adjustment when the target is unobserved
Kalckreuth, Ulf von
- In:
Empirical economics : a journal of the Institute for …
40
(
2011
)
1
,
pp. 205-235
Persistent link: https://www.econbiz.de/10008859090
Saved in:
3
On the choice of functional form in stochastic frontier modeling
Giannakas, Kōnstantinos
;
Tran, Kien C.
;
Tzouvelekas, …
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
1
,
pp. 75-100
Persistent link: https://www.econbiz.de/10001724094
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