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~isPartOf:"Discussion paper in financial economics : FE"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Engle, Robert F."
~person:"Ravazzolo, Francesco"
~person:"Timmermann, Allan"
~subject:"Forecasting model"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Forecasting model
Statistische Verteilung
Zeitreihenanalyse
Theorie
11
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5
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5
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5
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Engle, Robert F.
Ravazzolo, Francesco
Timmermann, Allan
Phillips, Peter C. B.
13
White, Halbert
5
Andrews, Donald W. K.
3
Bollerslev, Tim
3
Hong, Yongmiao
3
Nelson, Daniel B.
3
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3
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3
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2
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2
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2
Kitamura, Yuichi
2
Newey, Whitney K.
2
Ouliaris, Sam
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1
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Discussion paper in financial economics : FE
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Discussion paper / Department of Economics, University of California San Diego
17
Discussion paper / Centre for Economic Policy Research
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Working paper / Norges Bank
11
Discussion paper / Tinbergen Institute
10
International journal of forecasting
10
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10
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7
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6
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6
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5
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5
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4
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The review of economic studies
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The review of financial studies
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ECONIS (ZBW)
8
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1
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
2
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
3
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
3
,
pp. 525-542
Persistent link: https://www.econbiz.de/10001085314
Saved in:
4
On the optimality of adaptive expectations: muth revisited and Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000891418
Saved in:
5
Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard
;
Timmermann, Allan
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2485-2505
Persistent link: https://www.econbiz.de/10011431548
Saved in:
6
Autoregressive conditional duration : a new model for irregularly spaced transaction data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1127-1162
Persistent link: https://www.econbiz.de/10001249588
Saved in:
7
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
8
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
Saved in:
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