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~person:"Andersen, Torben"
~person:"Bos, Charles S."
~person:"Christoffersen, Peter F."
~person:"Martin, Gael M."
~person:"Medeiros, Marcelo C."
~person:"Nielsen, Morten Ørregaard"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Theorie"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Börsenkurs
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46
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Andersen, Torben
Bos, Charles S.
Christoffersen, Peter F.
Martin, Gael M.
Medeiros, Marcelo C.
Nielsen, Morten Ørregaard
McAleer, Michael
117
Caporale, Guglielmo Maria
51
Chang, Chia-Lin
47
Gupta, Rangan
44
Koopman, Siem Jan
42
Lux, Thomas
42
Diebold, Francis X.
38
Bollerslev, Tim
35
Hautsch, Nikolaus
33
Pierdzioch, Christian
30
Härdle, Wolfgang
27
Spagnolo, Nicola
26
Hafner, Christian M.
24
Lucas, André
23
Asai, Manabu
20
Merkl, Christian
20
Bauwens, Luc
19
Christensen, Bent Jesper
19
Chiarella, Carl
18
Herwartz, Helmut
18
Aizenman, Joshua
17
Clements, Adam
17
Conrad, Christian
17
Fernández-Villaverde, Jesús
17
Teräsvirta, Timo
17
Allen, David E.
16
Bloom, Nicholas
16
Mittnik, Stefan
16
Mumtaz, Haroon
16
Caporin, Massimiliano
15
Hansen, Peter Reinhard
15
Kočenda, Evžen
15
Silvennoinen, Annastiina
15
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14
Dijk, Dick van
14
Engle, Robert F.
14
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7
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Handbook of economic forecasting ; Vol. 1
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ECONIS (ZBW)
97
EconStor
11
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
4
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
5
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
6
Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
Saved in:
7
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
8
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
9
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
10
Option valuation with
volatility
components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
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