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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"International journal of forecasting"
~person:"Herwartz, Helmut"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"Konjunktur"
~subject:"Share price"
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Volatility
Yield curve
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Estimation
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Forecasting model
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Factor analysis
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Herwartz, Helmut
Koopman, Siem Jan
McAleer, Michael
Dionne, Georges
2
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International journal of forecasting
Discussion paper / Tinbergen Institute
36
Econometric Institute research papers
22
Working paper
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
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German economic review
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Handbook of applied econometrics and statistical inference
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Handbook of financial time series
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Jahrbücher für Nationalökonomie und Statistik
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Journal of applied econometrics
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Stock return prediction under GARCH : an empirical assessment
Herwartz, Helmut
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 569-580
Persistent link: https://www.econbiz.de/10011746190
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