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In-sample confidence bands and out-of-sample forecast bands for time-varying parameters : some comments
Forbes, Catherine Scipione - In: International journal of forecasting 32 (2016) 3, pp. 888-890
Persistent link: https://www.econbiz.de/10011621862
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Reconstructing the Kalman filter for stationary and non stationary time series
Snyder, Ralph D. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 2
Persistent link: https://www.econbiz.de/10002004122
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - In: Journal of econometrics 219 (2020) 2, pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
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The determinants of bank loan recovery rates in good times and bad : new evidence
Wang, Hong; Forbes, Catherine Scipione; Fenech, Jean-Pierre - In: Journal of economic behavior & organization : JEBO 177 (2020), pp. 875-897
Persistent link: https://www.econbiz.de/10012437899
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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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Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco; Koopman, Siem Jan; Łasak, Katarzyna; … - In: International journal of forecasting 32 (2016) 3, pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
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Forecasting the realized volatility : the role of jumps
Liu, Zhichao; Ma, Feng; Wang, Xunxiao; Xia, Zean - In: Applied economics letters 23 (2016) 10/12, pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
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Research on influencing factors of purchase promotion intention based on skincare industry
Liu, Zhichao; Ling, Jiahui - In: Modern economy 10 (2019) 3, pp. 1033-1047
Persistent link: https://www.econbiz.de/10012022854
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Research on influence of shopping APP's characteristic on consumer's impulse buying
Liu, Zhichao; Lu, Zhouwei - In: Modern economy 8 (2017) 12, pp. 1484-1498
Persistent link: https://www.econbiz.de/10011785630
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Management and control of economic cost and analysis of investment effect in small and medium-sized enterprises under the background of Industry 4.0
Liu, Zhichao; Ye, Yong; Cheng, Ya - In: International journal of technology management : IJTM 84 (2020) 3/4, pp. 211-228
Persistent link: https://www.econbiz.de/10012533838