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~isPartOf:"International journal of forecasting"
~person:"Chan, Joshua"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Estimation
Zeitreihenanalyse
Volatility
4
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Chan, Joshua
McAleer, Michael
Lucas, André
3
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2
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2
Catania, Leopoldo
2
Chen, Langnan
2
Clements, Adam
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International journal of forecasting
Econometric Institute research papers
29
Discussion paper / Tinbergen Institute
19
Working paper
17
CAMA working paper series
11
Econometric reviews
8
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8
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4
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Handbook of applied econometrics and statistical inference
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The Korean economic review
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1
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
2
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
3
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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