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person:"Craig, Ben R."
subject:"Exchange rate"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~person:"Bognanni, Mark"
~subject:"Estimation theory"
~subject:"Monte Carlo simulation"
~subject:"Volatilität"
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Exchange rate
Estimation theory
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Volatilität
Schätztheorie
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Estimation
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VAR model
2
VAR-Modell
2
Bayes-Statistik
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Craig, Ben R.
Bognanni, Mark
Verbrugge, Randal
3
James, Jonathan
2
Lunsford, Kurt G.
2
Zaman, Saeed
2
Arcidiacono, Peter
1
Ashley, Richard A.
1
Bayer, Patrick J.
1
Bugni, Federico A.
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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1
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1
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1
Huber, Florian
1
Jentsch, Carsten
1
Keller, Joachim G.
1
Koop, Gary
1
Marcellino, Massimiliano
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Federal Reserve Bank of Cleveland working paper series
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ECONIS (ZBW)
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A class of time-varying parameter structural VARs for inference under exact or set identification
Bognanni, Mark
-
2018
Persistent link: https://www.econbiz.de/10011900748
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2
Estimating (Markov-Switching) VAR models without gibbs sampling : a sequential Monte Carlo approach
Bognanni, Mark
;
Herbst, Edward P.
-
2014
Persistent link: https://www.econbiz.de/10010497164
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3
The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
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