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~person:"Rombouts, Jeroen V. K."
~subject:"Forecasting model"
~subject:"Korrelation"
~subject:"Multivariate Analyse"
~subject:"Portfolio-Management"
~subject:"Statistical distribution"
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Forecasting model
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Rombouts, Jeroen V. K.
Ledoit, Olivier
15
Wolf, Michael
15
Schmid, Wolfgang
13
Caporin, Massimiliano
12
Bauwens, Luc
11
Bodnar, Taras
10
De Nard, Gianluca
9
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7
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Hafner, Christian M.
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Ranaldo, Angelo
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Storti, Giuseppe
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Voev, Valeri
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Zheng, Xinghua
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Barndorff-Nielsen, Ole E.
6
Engle, Robert F.
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Gribisch, Bastian
6
Hartkopf, Jan Patrick
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Hautsch, Nikolaus
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Okhrin, Yarema
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Patton, Andrew J.
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Croux, Christophe
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Erlenmaier, Ulrich
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Halbleib, Roxana
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Kyj, Lada M.
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Li, Yingying
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Liesenfeld, Roman
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Yang, Yanrong
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1
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
Lasso-based forecast combinations for forecasting realized variances
Wilms, I.
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011671077
Saved in:
3
Sparse change-point HAR Models for Realized Variance
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 857-880
Persistent link: https://www.econbiz.de/10012181370
Saved in:
4
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2010
Persistent link: https://www.econbiz.de/10008648891
Saved in:
5
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 934-955
Persistent link: https://www.econbiz.de/10010219744
Saved in:
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