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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"Working paper"
~person:"Laurent, Sébastien"
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Aktienindex
Volatility
Estimation
2
Exchange rate
2
Schätzung
2
Volatilität
2
Wechselkurs
2
ARCH model
1
ARCH-Modell
1
Exchange rate policy
1
Macroeconometrics
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Makroökonometrie
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Laurent, Sébastien
McAleer, Michael
15
Mumtaz, Haroon
11
Chang, Chia-Lin
5
Neely, Christopher J.
5
Theodoridis, Konstantinos
5
Escribano, Álvaro
3
Manera, Matteo
3
Nguyen, Hoang
3
Österholm, Pär
3
Allen, David E.
2
Asai, Manabu
2
Blazsek, Szabolcs
2
Erdemlioglu, Deniz
2
Gourier, Elise
2
Kapetanios, George
2
Karlsson, Sune
2
Kiss, Tamás
2
Licht, Adrian
2
Raunig, Burkhard
2
Roengchai Tansuchat
2
Scharth, Marcel
2
Sørensen, Carsten
2
Tripier, Fabien
2
Valenti, Daniele
2
Alessandri, Piergiorgio
1
Asai, Manuabu
1
Baker, Scott
1
Baldi, Lucia
1
Bardgett, Chris
1
Bas, Maria
1
Bastianin, Andrea
1
Behmiri, Niaz Bashiri
1
Beine, Michel
1
Belke, Ansgar
1
Białkowski, Je̜drzej
1
Bloom, Nicholas
1
Bombarda, Pamela
1
Bowman, Robert G.
1
Caporin, Massimiliano
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Working paper
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
CORE discussion paper : DP
1
Developments in forecast combination and portfolio choice
1
Federal Reserve Bank of St. Louis Working Paper
1
Handbook of research methods and applications in empirical finance
1
International journal of finance & economics : IJFE
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ECONIS (ZBW)
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Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
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2
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740039
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