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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"Asongu, Simplice"
~person:"Gao, Jiti"
~person:"Kanbur, Ravi"
~person:"Malmendier, Ulrike"
~person:"McAleer, Michael"
~person:"Nijkamp, Peter"
~person:"Tirole, Jean"
~subject:"Forecasting model"
~type_genre:"Non-commercial literature"
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Asongu, Simplice
Gao, Jiti
Kanbur, Ravi
Malmendier, Ulrike
McAleer, Michael
Nijkamp, Peter
Tirole, Jean
Marcellino, Massimiliano
12
Clark, Todd E.
7
Allen, David E.
5
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5
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4
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Discussion papers / CEPR
School of Accounting, Finance and Economics & FEMARC working paper series
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Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
2
Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
Saved in:
3
Modelling and forecasting dynamic VaR thresholds for risk management and regulation
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003097567
Saved in:
4
Financial dependence analysis : applications of vine copulae
Allen, David E.
;
Ashraf, Mohammad A.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009711719
Saved in:
5
Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003805629
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