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institution:"Centre for Analytical Finance <Århus>"
subject:"Wechselkurs"
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Agrarökonomie"
~institution:"Federal Reserve System / Board of Governors"
~subject:"Estimation"
~subject:"Volatilität"
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Wechselkurs
Estimation
Volatilität
Schätzung
32
Theorie
21
Theory
21
USA
6
United States
6
Interest rate
5
Zins
5
Exchange rate
4
Deutschland
3
Geldpolitik
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Germany
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Shock
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2
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Working Paper
27
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13
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English
30
German
2
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Edison, Hali J.
3
Fernald, John G.
3
Rogers, John H.
3
Tanggaard, Carsten
3
Basu, Susanto
2
Brunner, Allan D.
2
Christensen, Bent Jesper
2
Engel, Charles
2
Gagnon, Joseph E.
2
Mendoza, Enrique G.
2
Ammer, John
1
Asea, Patrick K.
1
Brunetti, Celso
1
Busch, Thomas
1
Christiansen, Charlotte
1
Crabbe, Leland E.
1
De Brouwer, Gordon J.
1
Engsted, Tom
1
Ericsson, Neil R.
1
Frankel, Jeffrey A.
1
Hendrickson, Michael K.
1
Iyigun, Murat
1
Kuhl, Michaela
1
Masson, Paul R.
1
McKibbin, Warwick J.
1
Melick, William Robert
1
Milesi-Ferretti, Gian Maria
1
Myhre Lildholdt, Peter
1
Myhre Lildholt, Peter
1
Nielsen, Jens Perch
1
Nielsen, Morten Ørregaard
1
Onliner, Stephen
1
Owen, Ann L.
1
Poulsen, Rolf
1
Raahauge, Peter
1
Rose, Andrew
1
Rudebusch, Glenn D.
1
Turner, Christopher M.
1
Zarić, Vlade
1
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Centre for Analytical Finance <Århus>
Christian-Albrechts-Universität zu Kiel / Institut für Agrarökonomie
Federal Reserve System / Board of Governors
National Bureau of Economic Research
2,332
Forschungsinstitut zur Zukunft der Arbeit
346
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
Institut für Weltwirtschaft
88
Zentrum für Europäische Wirtschaftsforschung
74
Ekonomiska forskningsinstitutet <Stockholm>
65
Springer Fachmedien Wiesbaden
65
OECD
60
William Davidson Institute <Ann Arbor, Mich.>
48
Deutsches Institut für Wirtschaftsforschung
38
International Monetary Fund
30
Centre for Economic Performance
29
Internationaler Währungsfonds / Research Department
28
Federal Reserve Bank of St. Louis
27
Verlag Dr. Kovač
26
Federal Reserve Bank of San Francisco
24
World Bank
24
Österreichisches Institut für Wirtschaftsforschung
24
University of Oxford / Institute of Economics and Statistics
23
Tilburg University, Center for Economic Research
22
University of Reading / Department of Economics
22
Birkbeck College / Department of Economics
21
Friedrich-Schiller-Universität Jena
21
Trinity College Dublin / Department of Economics
21
Centre for Economic Policy Research
20
Christian-Albrechts-Universität zu Kiel
19
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
19
Federal Reserve System / Division of Research and Statistics
19
Johns Hopkins University / Department of Economics
19
Rheinisch-Westfälisches Institut für Wirtschaftsforschung
19
Universität Mannheim
19
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
19
Harvard Institute for International Development
17
Organisation for Economic Co-operation and Development
17
Center for Economic Research <Tilburg>
16
Federal Reserve Bank of New York
16
Institut für Agrarentwicklung in Mittel- und Osteuropa
16
Tilburg University, School of Economics and Management
16
University of Sheffield / Department of Economics
16
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International finance discussion papers
18
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Agrarökonomische Studien
1
Berichte aus der Volkswirtschaft
1
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ECONIS (ZBW)
32
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1
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
Saved in:
2
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
5
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
6
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
7
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
8
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
9
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
10
Global polynomial kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543234
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