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~isPartOf:"CESifo working papers"
~isPartOf:"Journal of forecasting"
~isPartOf:"Working Paper"
~person:"Wang, Yudong"
~subject:"Prognoseverfahren"
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Prognoseverfahren
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forecasting
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heterogeneous autoregressive realized volatility model
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oil price volatility
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Wang, Yudong
Gupta, Rangan
7
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5
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4
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4
Baumeister, Christiane
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CESifo working papers
Journal of forecasting
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Energy economics
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Time‐varying parameter realized volatility models
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
Saved in:
2
Forecasting
the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
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