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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Gallo, Giampiero M."
~subject:"Prognoseverfahren"
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Prognoseverfahren
ARCH model
5
ARCH-Modell
5
Bayes-Statistik
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Forecasting model
3
Volatility
3
Volatilität
3
Capital income
2
Forecasting
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Asymmetry
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Börsenkurs
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Estimation theory
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GARCH
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Bauwens, Luc
Gallo, Giampiero M.
Ma, Feng
4
Zhang, Yaojie
4
Huang, Zhuo
3
Todorova, Neda
3
Wang, Tianyi
3
Wang, Yudong
3
Aknouche, Abdelhakim
2
Dark, Jonathan
2
Dimitrakopoulos, Stefanos
2
Dufays, Arnaud
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Gupta, Rangan
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2
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2
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2
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Abbara, Omar
1
Almohaimeed, Bader S.
1
Amendola, Alessandra
1
Anatolyev, Stanislav
1
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1
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1
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1
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Bouri, Elie
1
Bu, Ruijun
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Byun, Suk Joon
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Candila, Vincenzo
1
Cao, Yang
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Economic modelling
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of forecasting
3
Cardiff economics working papers
1
Econometrics : open access journal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
LIDAM discussion paper CORE
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ECONIS (ZBW)
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On the asymmetric impact of macro-variables on volatility
Amendola, Alessandra
;
Candila, Vincenzo
;
Gallo, Giampiero M.
- In:
Economic modelling
76
(
2019
),
pp. 135-152
Persistent link: https://www.econbiz.de/10012198276
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2
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
3
Volatility estimation via hidden Markov models
Rossi, Alessandro
;
Gallo, Giampiero M.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10003296949
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