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Forecasting Volatility with Co...
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Theorie
88
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82
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82
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76
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75
Time series analysis
70
Volatilität
58
Volatility
57
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43
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35
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31
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28
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28
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24
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24
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English
304
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231
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Dijk, Dick van
324
van Dijk, Dick
184
Franses, Philip Hans
114
Paap, Richard
56
Martens, Martin
32
Heij, Christiaan
27
Panchenko, Valentyn
27
Sensier, Marianne
27
Teräsvirta, Timo
26
Opschoor, Anne
24
Sokolinskiy, Oleg
23
Wel, Michel van der
22
Lucas, André
21
Osborn, Denise R.
21
Kole, Erik
19
Diks, Cees
18
Pooter, Michiel de
17
Çakmaklı, Cem
17
Groenen, Patrick J. F.
16
Ravazzolo, Francesco
15
Diks, Cees G. H.
14
Markwat, Thijs
13
Bataa, Erdenebat
12
Exterkate, Peter
12
Groenen, Patrick J.F.
12
Spronk, Jaap
11
Medeiros, Marcelo C.
10
Fok, Dennis
9
Watkins, Karen
9
van der Wel, Michel
9
Cakmakli, Cem
8
Hafner, Christian M.
8
Munandar, Haris
8
Slagter, Erica
8
Taylor, Nick
8
Bannouh, Karim
7
Clements, Michael P.
7
Dijk, Dick Van
7
de Pooter, Michiel
7
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6
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
46
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25
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17
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
14
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7
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5
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4
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4
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3
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2
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2
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1
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1
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57
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46
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42
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38
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25
International journal of forecasting
24
ERIM Report Series Research in Management
13
ERIM report series research in management
12
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12
International Journal of Forecasting
10
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10
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9
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9
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8
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8
SSE/EFI Working Paper Series in Economics and Finance
7
Applied financial economics
6
Journal of Econometrics
6
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5
Journal of economic dynamics & control
5
SSE EFI working paper series in economics and finance
5
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4
Journal of Business & Economic Statistics
4
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4
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4
Oxford bulletin of economics and statistics
4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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3
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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ECONIS (ZBW)
245
RePEc
196
OLC EcoSci
49
EconStor
44
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
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61
Term structure forecasting using macro factors and forecast combination
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Dijk, Dick van
-
2010
Persistent link: https://www.econbiz.de/10003937282
Saved in:
62
An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den
;
Paap, Richard
;
Dijk, Dick van
-
2011
Persistent link: https://www.econbiz.de/10008857052
Saved in:
63
Changes in international business cycle affiliations
Bataa, Erdenebat
;
Osborn, Denise R.
;
Sensier, Marianne
; …
-
2009
Persistent link: https://www.econbiz.de/10003948122
Saved in:
64
Modeling and estimation of synchronization in multistate Markov-switching models
Çakmaklı, Cem
;
Paap, Richard
;
Dijk, Dick van
-
2011
Persistent link: https://www.econbiz.de/10008809882
Saved in:
65
Nonlinear forecasting with many predictors using kernel ridge regression
Exterkate, Peter
;
Groenen, Patrick J. F.
;
Heij, Christiaan
-
2011
Persistent link: https://www.econbiz.de/10008809883
Saved in:
66
Cointegration in a historical perspective
Boswijk, Herman Peter
;
Franses, Philip Hans
;
Dijk, Dick van
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 156-159
Persistent link: https://www.econbiz.de/10008826866
Saved in:
67
Editorial: Twenty years of cointegration
Boswijk, Herman Peter
;
Franses, Philip Hans
;
Dijk, Dick van
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10008826882
Saved in:
68
Twenty years of cointegration : [... special Conference on Cointegration ... held in Rotterdam, March 23 and 24, 2007]
Boswijk, Herman Peter
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10008827063
Saved in:
69
Improved construction of diffusion indexes for macroeconomic forecasting
Heij, Christiaan
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003303551
Saved in:
70
Measuring volatility with the realized range
Martens, Martin
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003303567
Saved in:
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