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type_genre:"Sammlung"
type_genre:"Working Paper"
~isPartOf:"Econometric Institute research papers"
~subject:"Prognoseverfahren"
~subject:"Schock"
~subject:"Volatility"
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Prognoseverfahren
Schock
Volatility
Estimation
65
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65
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22
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22
Forecasting model
19
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16
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McAleer, Michael
26
Chang, Chia-Lin
10
Franses, Philip Hans
7
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Dijk, Dick van
3
Ravazzolo, Francesco
3
Chen, Chi-chung
2
Jimenez-Martin, Juan-Angel
2
Martinet, Guillaume Gaetan
2
Pérez Amaral, Teodosio
2
Bannouh, Karim
1
Bhaghoe, Sailesh
1
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1
Chan, Felix
1
Chen, Ping-Yu
1
Chu, LanFen
1
Dijk, Herman K. van
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
1
Groot, Bert de
1
Hafner, Christian M.
1
Hammoudeh, Shawkat
1
Heij, Christiaan
1
Ishida, Isao
1
Martens, Martin
1
Ooft, Gavin
1
Oxley, Les
1
Oya, Kosuke
1
Paap, Richard
1
Roengchai Tansuchat
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Thompson, Mark A.
1
Verbeek, Marno
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1
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Econometric Institute research papers
Working paper / National Bureau of Economic Research, Inc.
208
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173
Working paper
156
CESifo working papers
144
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109
Discussion paper / Tinbergen Institute
87
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75
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74
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63
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54
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52
SFB 649 discussion paper
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25
Swiss Finance Institute Research Paper
25
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23
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Discussion papers of interdisciplinary research project 373
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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ECONIS (ZBW)
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1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh
;
Ooft, Gavin
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149762
Saved in:
3
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
4
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
5
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
7
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
8
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
9
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
10
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
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