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~institution:"Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain"
~institution:"Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid"
~institution:"National Centre for Econometric Research (NCER)"
~institution:"Université Paris-Dauphine (Paris IX)"
~person:"Doolan, Mark"
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Search: subject:"Volatility"
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Multivariate volatility
2
forecast evaluation
2
Model confidence set
1
forecasts
1
model confidence set
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model selection
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portfolio allocation
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Doolan, Mark
McAleer, Michael
39
Clements, Adam
19
Aboura, Sofiane
18
Chevallier, Julien
18
Becker, Ralf
11
Chang, Chia-Lin
11
BAUWENS, Luc
9
Allen, David Edmund
7
Asai, Manabu
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GIOT, Pierre
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Sévi, Benoît
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Avouyi-Dovi, Sanvi
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Brière, Marie
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Hurn, Stan
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Liao, Yin
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Silvennoinen, Annastiina
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Clements, Adam E
4
Geman, Hélyette
4
HAFNER, Christian
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Lautier, Delphine
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Riva, Fabrice
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Wagner, Niklas
4
Albert, Stéphane
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Ben Hamida, Nessrine
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Chen, Chi-Chung
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Le Pen, Yannick
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McClelland, Andrew
3
Michalon, Karine
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ROMBOUTS, Jeroen
3
Signori, Ombretta
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Singh, Abhay K.
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Abad, Pilar
2
Alexandre, Hervé
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Ané, Thierry
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BOUEZMARNI, Taoufik
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Carr, Peter
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Casarin, Roberto
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Divino, Jose Angelo
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Fermanian, Jean-David
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
National Centre for Econometric Research (NCER)
Université Paris-Dauphine (Paris IX)
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NCER Working Paper Series
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Selecting forecasting models for portfolio allocation
Clements, Adam E
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
National Centre for Econometric Research (NCER)
-
2012
Techniques for evaluating and selecting multivariate
volatility
forecasts are not yet as well understood as their …
Persistent link: https://www.econbiz.de/10010854935
Saved in:
2
Evaluating multivariate
volatility
forecasts
Clements, Adam
;
Doolan, Mark
;
Hurn, Stan
;
Becker, Ralf
-
National Centre for Econometric Research (NCER)
-
2009
The performance of techniques for evaluating univariate
volatility
forecasts are well understood. In the multivariate …
Persistent link: https://www.econbiz.de/10005635667
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