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~subject:"Prognoseverfahren"
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Prognoseverfahren
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Castel-Branco, Tiago
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Faias, José Afonso
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International journal of theoretical and applied finance
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Forecasting sovereign bond realized volatility using time-varying coefficients model
Malinska, Barbora
-
2021
higher-order
realized
moments
and allow all model coefficients to be time-varying in order to explore dynamics in forecasting …
Persistent link: https://www.econbiz.de/10012542381
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Out-of-sample stock return prediction using higher-order moments
Faias, José Afonso
;
Castel-Branco, Tiago
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011926608
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