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~subject:"Volatilität"
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Volatilität
loss functions
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Academic journal of economic studies
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International journal of forecasting
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Vie & sciences de l'entreprise : VSE ; la revue de l'Association Nationale des Docteurs ès Sciences Economiques et en Sciences de Gestion
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Where did the GARCH models perform best in terms of volatility forecasting? : equity vs. commodities markets
Lolea, Iulian
- In:
Academic journal of economic studies
3
(
2017
)
3
,
pp. 79-86
Persistent link: https://www.econbiz.de/10011737933
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2
Forecasting sovereign CDS VOLATILITY : a comparison of univariate GARCH-class models
Sabkha, Saker
;
Peretti, Christian de
;
Mallek, Sabrine
- In:
Vie & sciences de l'entreprise : VSE ; la revue de …
209
(
2020
),
pp. 27-56
Persistent link: https://www.econbiz.de/10013188545
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3
Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf
;
Clements, Adam
;
Doolan, M. B.
;
Hurn, Stan
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
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