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~isPartOf:"International journal of forecasting"
~person:"Chen, Langnan"
~person:"Hafner, Christian M."
~person:"Rombouts, Jeroen V. K."
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
~type:"article"
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ARCH model
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ARCH-Modell
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Chen, Langnan
Hafner, Christian M.
Rombouts, Jeroen V. K.
Wang, Yudong
4
Zhang, Yaojie
4
Ma, Feng
3
Ruiz, Esther
3
Alexander, Carol
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Asai, Manabu
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International journal of forecasting
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3
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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
Saved in:
2
Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 132-152
Persistent link: https://www.econbiz.de/10011754691
Saved in:
3
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
4
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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