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~isPartOf:"International journal of forecasting"
~person:"Ajmi, Ahdi Noomen"
~person:"Feng, Yuanhua"
~person:"Rombouts, Jeroen V. K."
~subject:"Börsenkurs"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Börsenkurs
Zeitreihenanalyse
ARCH model
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Ajmi, Ahdi Noomen
Feng, Yuanhua
Rombouts, Jeroen V. K.
Catania, Leopoldo
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Lyócsa, Štefan
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Ma, Feng
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International journal of forecasting
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Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
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The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Franceso
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 78-98
Persistent link: https://www.econbiz.de/10010247010
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