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subject:"Wechselkurs"
type:"article"
~isPartOf:"International journal of forecasting"
~person:"Buccheri, Giuseppe"
~person:"Huber, Florian"
~person:"Xu, Yongdeng"
~subject:"Correlation"
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Wechselkurs
Correlation
Estimation theory
3
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Schätztheorie
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Analysis of variance
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Capital income
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Estimation
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Dynamic conditional correlation
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Kointegration
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Multivariate Analyse
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Buccheri, Giuseppe
Huber, Florian
Xu, Yongdeng
Bauwens, Luc
1
Bernardini, Emmanuela
1
Clements, Adam
1
Corsi, Fulvio
1
Cubadda, Gianluca
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Drovandi, Christopher
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Gerlow, Mary E.
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Irwin, Scott H.
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Li, Dan
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Liu, Te-ru
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Papailias, Fotis
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Satoh, Daisuke
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Thomakos, Dimitrios D.
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International journal of forecasting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
2
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
3
Threshold cointegration in international exchange rates : a Bayesian approach
Huber, Florian
;
Zörner, Thomas
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 458-473
Persistent link: https://www.econbiz.de/10012300684
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