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type_genre:"Sammelwerk"
~person:"Corsi, Fulvio"
~subject:"Forecasting model"
~subject:"United States"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
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Forecasting model
United States
Estimation theory
6
Schätztheorie
6
Bond market
3
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3
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3
Market microstructure
3
Marktmikrostruktur
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1990-2003
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Corsi, Fulvio
Marcellino, Massimiliano
15
Swanson, Norman R.
14
Koop, Gary
12
Huber, Florian
11
Audrino, Francesco
9
Hyndman, Rob J.
9
Athanasopoulos, George
7
Cai, Zongwu
7
Clark, Todd E.
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Corradi, Valentina
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Dijk, Dick van
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Vahid, Farshid
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6
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6
Jordà, Òscar
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Phillips, Peter C. B.
6
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6
Zadrozny, Peter A.
6
Angrist, Joshua D.
5
Bekaert, Geert
5
Dijk, Herman K. van
5
Guillén, Osmani Teixeira de Carvalho
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Hendry, David F.
5
Issler, João Victor
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Mitchell, James
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Armah, Nii Ayi
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Botosaru, Irene
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Global COE Hi-Stat discussion paper series
1
Quaderni del Dipartimento di economia politica e statistica
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Working papers on finance
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ECONIS (ZBW)
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Volatility forecasting : the jumps do matter
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
-
2009
Persistent link: https://www.econbiz.de/10003854418
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2
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003903350
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3
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
Saved in:
4
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
5
Volatility forecasting : the jumps do matter
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
-
2008
Persistent link: https://www.econbiz.de/10003825606
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