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~isPartOf:"CORE discussion papers : DP"
~subject:"Forecasting model"
~subject:"Korrelation"
~subject:"Multivariate Analyse"
~subject:"Statistical distribution"
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Forecasting model
Korrelation
Multivariate Analyse
Statistical distribution
Analysis of variance
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Varianzanalyse
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Correlation
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ARCH model
3
ARCH-Modell
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Estimation theory
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Hadamard exponential matrix
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Realized covariances
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dynamic component models
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dynamic covariances and correlations
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model confidence set
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Bauwens, Luc
4
Braione, Manuela
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Storti, Giuseppe
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Laurent, Sébastien
1
Otranto, Edoardo
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Rombouts, Jeroen V. K.
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Violante, Francesco
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CORE discussion papers : DP
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International journal of forecasting
7
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7
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
6
Working paper series / University of Zurich, Department of Economics
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SFB 649 discussion paper
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European journal of operational research : EJOR
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Reihe Quantitative Ökonomie : Ökon
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
2
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
3
A dynamic component model for forecasting high-dimensional realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011581858
Saved in:
4
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
5
Forecasting comparison of long term component dynamic models for realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2014
Persistent link: https://www.econbiz.de/10010484208
Saved in:
6
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2010
Persistent link: https://www.econbiz.de/10008648891
Saved in:
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