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Preminger, Arie
6
Wettstein, David
2
Bauwens, Luc
1
Ben-Zion, Uri
1
Ben-zion, Uri
1
Franck, Raphael
1
Hafner, Christian M.
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Rombouts, Jeroen V.K.
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Sakata, Shinichi
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The econometrics journal
2
Econometric theory
1
International journal of forecasting
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Journal of forecasting
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The European journal of finance
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OLC EcoSci
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34
ECONIS (ZBW)
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1
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
;
Preminger, Arie
;
Rombouts, Jeroen V.K.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 218-245
Persistent link: https://www.econbiz.de/10008412174
Saved in:
2
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL
Hafner, Christian M.
;
Preminger, Arie
- In:
Econometric theory
25
(
2009
)
2
,
pp. 336-363
Persistent link: https://www.econbiz.de/10008211994
Saved in:
3
A model selection method for S-estimation
Preminger, Arie
;
Sakata, Shinichi
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 294-319
Persistent link: https://www.econbiz.de/10007743556
Saved in:
4
The extended switching regression model: allowing for multiple latent state variables
Preminger, Arie
;
Ben-zion, Uri
;
Wettstein, David
- In:
Journal of forecasting
26
(
2007
)
7
,
pp. 457-474
Persistent link: https://www.econbiz.de/10007879085
Saved in:
5
Forecasting exchange rates: A robust regression approach
Preminger, Arie
;
Franck, Raphael
- In:
International journal of forecasting
23
(
2007
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10007607107
Saved in:
6
Extended switching regression models with time-varying probabilities for combining forecasts
Preminger, Arie
;
Ben-Zion, Uri
;
Wettstein, David
- In:
The European journal of finance
12
(
2006
)
6
,
pp. 455-472
Persistent link: https://www.econbiz.de/10007293829
Saved in:
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