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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of forecasting"
~person:"Ke, Tsung-han"
~person:"Mijatovi´c, Aleksandar"
~person:"Song, Yuping"
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Volatility
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Ke, Tsung-han
Mijatovi´c, Aleksandar
Song, Yuping
Taylor, James W.
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Asia-Pacific financial markets
Journal of forecasting
International journal of financial engineering
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Large deviations for the extended Heston model : the large-time case
Jacquier, Antoine
;
Mijatovi´c, Aleksandar
- In:
Asia-Pacific financial markets
21
(
2014
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10010511579
Saved in:
3
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
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