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~subject:"Forecasting model"
~subject:"Risiko"
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Markov switching models in empirical finance
Guidolin, Massimo
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2012
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This Version: June, 2012
Persistent link: https://www.econbiz.de/10011337359
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2
Forecasting and trading monetary policy effects on the riskless Yield curve with regime switching Nelson‐Siegel models
Guidolin, Massimo
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Pedio, Manuela
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2019
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This version: January, 2019
Persistent link: https://www.econbiz.de/10011961129
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3
Dissecting the 2007-2009 real estate market bust : systematic pricing correction or just a housing fad?
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
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2015
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This version: November, 2015
Persistent link: https://www.econbiz.de/10011805867
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Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro
;
Guidolin, Massimo
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2015
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This version: December, 2015
Persistent link: https://www.econbiz.de/10011809309
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5
Can we forecast the implied volatility surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
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2012
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This version: October, 2012
Persistent link: https://www.econbiz.de/10011814410
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6
Modeling systemic risk with Markov switching graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
-
2018
-
This version: July, 2018
Persistent link: https://www.econbiz.de/10011920738
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7
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, Martín
-
2018
-
This version: February, 2018
Persistent link: https://www.econbiz.de/10011920747
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