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institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
subject:"Volatilität"
~institution:"Birkbeck College / Department of Economics"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"Georgetown University / Economics Department"
~institution:"Springer Fachmedien Wiesbaden"
~subject:"Prognoseverfahren"
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Volatilität
Prognoseverfahren
Estimation
132
Schätzung
132
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55
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55
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50
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50
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36
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Neely, Christopher J.
3
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1
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1
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1
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1
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1
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1
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
Birkbeck College / Department of Economics
Federal Reserve Bank of St. Louis
Georgetown University / Economics Department
Springer Fachmedien Wiesbaden
National Bureau of Economic Research
121
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Institut für Weltwirtschaft
10
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6
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3
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Türkiye Cumhuriyet Merkez Bankası
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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ECONIS (ZBW)
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Autokorrelationen in der historischen Simulation : Analyse der autokorrelationsarmen Abbildung von Zinsänderungsrisiken
Boka, Noel
-
2018
Persistent link: https://www.econbiz.de/10011806101
Saved in:
2
Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Kömm, Holger
-
2016
-
1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
Saved in:
3
Backtesting value at risk and expected shortfall
Roccioletti, Simona
-
2016
-
1st ed. 2016
Persistent link: https://www.econbiz.de/10011411468
Saved in:
4
Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian
-
2016
Persistent link: https://www.econbiz.de/10011432076
Saved in:
5
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates
Thornton, Daniel L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115886
Saved in:
6
Time-varying risk premia and the cross section of stock returns
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
Saved in:
7
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
8
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
9
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
Saved in:
10
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971215
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