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~person:"Maneesoonthorn, Worapree"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Theorie"
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Search: subject:"Stochastic Volatility"
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Börsenkurs
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Theorie
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7
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6
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Maneesoonthorn, Worapree
Koopman, Siem Jan
18
Mumtaz, Haroon
18
McAleer, Michael
16
Asai, Manabu
14
Bos, Charles S.
13
Rodriguez, Gabriel
12
Shin, Minchul
12
Chan, Joshua
11
Clark, Todd E.
11
Poon, Aubrey
11
Escobar, Marcos
10
Huber, Florian
10
Tauchen, George Eugene
10
Cross, Jamie
9
Koop, Gary
9
Martin, Gael M.
9
Carriero, Andrea
8
Diebold, Francis X.
8
Karlsson, Sune
8
Marcellino, Massimiliano
8
Todorov, Viktor
8
Hou, Chenghan
7
Ravazzolo, Francesco
7
Schorfheide, Frank
7
Li, Jia
6
Li, Yong
6
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6
Branger, Nicole
5
Kaufmann, Daniel
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Loiza-Maya, Ruben
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Nguyen, Hoang
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Österholm, Pär
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4
Chang, Chia-Lin
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Working paper / Department of Econometrics and Business Statistics, Monash University
5
International journal of forecasting
1
Journal of applied econometrics
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1
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
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2
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 384-406
Persistent link: https://www.econbiz.de/10013347814
Saved in:
3
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:
4
Approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendan Peter Martin
; …
-
2014
Persistent link: https://www.econbiz.de/10011780814
Saved in:
5
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:
6
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:
7
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
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