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~accessRights:"restricted"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Econometric reviews"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working papers / Rutgers University, Department of Economics"
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Jawadi, Fredj"
~person:"Lucas, André"
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"Economic forecast"
~subject:"Statistical inference"
~subject:"Volatilität"
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Cavaliere, Giuseppe
Engle, Robert F.
Jawadi, Fredj
Lucas, André
Proietti, Tommaso
Swanson, Norman R.
Chan, Joshua
2
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2
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Department of Economics discussion paper series / University of Oxford
Econometric reviews
Macroeconomic dynamics
Working papers / Rutgers University, Department of Economics
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A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
2
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
3
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
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