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~language:"eng"
~language:"hun"
~person:"Bonato, Matteo"
~person:"Gelper, Sarah"
~subject:"Bootstrap-Verfahren"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~type_genre:"Arbeitspapier"
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Bootstrap-Verfahren
Forecasting model
Schätztheorie
Prognoseverfahren
11
Forecasting
6
Volatility
6
Volatilität
6
Time series analysis
5
Zeitreihenanalyse
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4
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4
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3
Börsenkurs
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Climate change
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Estimation
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Klimawandel
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Robust statistics
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Robustes Verfahren
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Schätzung
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Share price
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Behavioural finance
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Business applications
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Estimation theory
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Realized stock-market volatility
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Regression analysis
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State-level data
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State-level investor sentiment
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State-level stock markets
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USA
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United States
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Bootstrap
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Bonato, Matteo
Gelper, Sarah
McAleer, Michael
32
Croux, Christophe
29
Gupta, Rangan
28
Rossi, Barbara
24
MacKinnon, James G.
23
Minford, Patrick
23
Nielsen, Morten Ørregaard
23
Franses, Philip Hans
18
Webb, Matthew
18
Xu, Yongdeng
17
Meenagh, David
13
Wickens, Michael R.
13
Benati, Luca
12
Huber, Florian
12
Härdle, Wolfgang
12
Pierdzioch, Christian
12
Smeekes, Stephan
12
Cepni, Oguzhan
11
Giannone, Domenico
11
Phillips, Peter C. B.
11
Timmermann, Allan
11
Urbain, Jean-Pierre
11
Clark, Todd E.
10
Marcellino, Massimiliano
10
Pettenuzzo, Davide
10
Claeskens, Gerda
9
Dijk, Dick van
9
Lugosi, Gábor
9
Mitchell, James
9
Phillips, Garry D. A.
9
Sekhposyan, Tatevik
9
Chang, Chia-Lin
8
Clements, Michael P.
8
Döpke, Jörg
8
Hecq, Alain W. J.
8
Koop, Gary
8
McCracken, Michael W.
8
Pesaran, M. Hashem
8
Schmid, Timo
8
Shephard, Neil G.
8
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Department of Economics working paper series
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KBI
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ECONIS (ZBW)
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1
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
2
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
3
The predictive power of the
business
and bank sentiment of firms : a high-dimensional Granger Causality approach
Wilms, I.
;
Gelper, Sarah
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011646403
Saved in:
4
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
5
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10012820396
Saved in:
6
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
7
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
8
Sparse least trimmed squares regression
Alfons, Andreas
;
Croux, Christophe
;
Gelper, Sarah
-
2011
Persistent link: https://www.econbiz.de/10009377551
Saved in:
9
Robust control charts for time series data
Croux, Christophe
;
Gelper, Sarah
;
Mahieu, Koen
-
2010
Persistent link: https://www.econbiz.de/10008936002
Saved in:
10
Least angle regression for time series forecasting with many predictors
Gelper, Sarah
;
Croux, Christophe
-
2008
Persistent link: https://www.econbiz.de/10003976884
Saved in:
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