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~isPartOf:"International journal of forecasting"
~person:"Chen, Langnan"
~person:"Hafner, Christian M."
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
~type:"article"
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Chen, Langnan
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International journal of forecasting
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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
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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
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