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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Enders, Walter"
~person:"Gel, Yulia R."
~type_genre:"Übersichtsarbeit"
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Enders, Walter
Gel, Yulia R.
Song, Yuping
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Journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
2
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
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