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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Discussion papers / Adam Smith Business School, University of Glasgow"
~subject:"ARCH model"
~subject:"Prognoseverfahren"
~type_genre:"Graue Literatur"
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Measuring lag structure in forecasting models : the introduction of time distance
Granger, C. W. J.
;
Jeon, Yongil
-
1997
Persistent link: https://www.econbiz.de/10000979041
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2
Testing for unit roots with prediction errors
Sánchez, Ismael
-
1998
Persistent link: https://www.econbiz.de/10000993941
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3
James-Stein type estimators in large samples with application to the least absolute deviation estimator
Kim, Tae-Hwan
;
White, Halbert
-
1999
Persistent link: https://www.econbiz.de/10001366190
Saved in:
4
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
-
1999
Persistent link: https://www.econbiz.de/10001395202
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5
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
-
2016
Persistent link: https://www.econbiz.de/10011450083
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6
Dynamic benchmark targeting
Schlag, Karl H.
;
Zapechelnyuk, Andriy
-
2016
Persistent link: https://www.econbiz.de/10011583391
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7
Prior selection for panel vector autoregressions
Korobilis, Dimitris
-
2015
Persistent link: https://www.econbiz.de/10010517180
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8
Quantile forecasts of inflation under model uncertainty
Korobilis, Dimitris
-
2015
Persistent link: https://www.econbiz.de/10010517181
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9
Term structure dynamics, macro-finance factors and model uncertainty
Byrne, Joseph P.
;
Cao, Shuo
;
Korobilis, Dimitris
-
2015
Persistent link: https://www.econbiz.de/10010517185
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10
Modeling dependence structure and forecasting market risk with dynamic asymmetric copula
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
-
2015
Persistent link: https://www.econbiz.de/10011325736
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