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~isPartOf:"Global Research Unit working paper"
~isPartOf:"Texto para discussão"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Gupta, Rangan"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~subject:"Ölpreis"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
ARCH-Modell
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United States
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Volatilität
6
forecasting
4
smooth transition
4
Prognoseverfahren
3
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3
Volatility
3
nonlinear models
3
GARCH models
2
Schätzung
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USA
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financial econometrics
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heterogeneous autoregression
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long memory
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volatility forecasting
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Andersen, Torben
Christoffersen, Peter F.
Gupta, Rangan
Medeiros, Marcelo C.
Veiga, Alvaro
2
André, Christophe
1
Das, Sonali
1
Karmakar, Sayar
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Global Research Unit working paper
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Department of Economics working paper series
35
Working paper / National Bureau of Economic Research, Inc.
15
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7
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
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Handbook of economic forecasting ; Vol. 1
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1
Forecasting output growth of advanced economies over eight centuries : the role of gold market
volatility
as a proxy of global uncertainty
Salisu, Afees A.
;
Gupta, Rangan
;
Karmakar, Sayar
;
Das, …
-
2021
Persistent link: https://www.econbiz.de/10012622272
Saved in:
2
The effect of macroeconomic uncertainty on housing returns and
volatility
: evidence from US state-level data
Van Eyden, Reneé
;
Gupta, Rangan
;
André, Christophe
; …
-
2021
Persistent link: https://www.econbiz.de/10012617571
Saved in:
3
Modeling multiple regimes in financial
volatility
with a flexible coefficient GARCH model
Medeiros, Marcelo C.
;
Veiga, Alvaro
-
2004
financial
volatility
as well as intermittent dynamics and excess of kurtosis. A sufficient condition for strict stationarity and …
Persistent link: https://www.econbiz.de/10011807314
Saved in:
4
Evaluating the forecasting performance of GARCH models using White´s Reality Check
Souza, Leonardo
;
Veiga, Alvaro
;
Medeiros, Marcelo C.
-
2002
Persistent link: https://www.econbiz.de/10011807281
Saved in:
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