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subject:"Börsenkurs"
type:"book"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~subject:"Forecasting model"
~subject:"United States"
~type_genre:"Arbeitspapier"
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Börsenkurs
Forecasting model
United States
Estimation
79
Schätzung
79
Theorie
32
Theory
32
Time series analysis
25
Zeitreihenanalyse
25
Capital income
23
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23
Estimation theory
18
Schätztheorie
18
Volatility
18
Volatilität
18
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11
Kointegration
11
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8
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8
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Faktorenanalyse
7
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VAR model
6
VAR-Modell
6
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Arbeitspapier
Graue Literatur
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English
33
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Bollerslev, Tim
5
Todorov, Viktor
4
Andreasen, Martin Møller
3
Callot, Laurent
2
Engsted, Tom
2
Grassi, Stefano
2
Kristensen, Johannes Tang
2
Nielsen, Morten Ørregaard
2
Violante, Francesco
2
Amaya, Diego
1
Casas, Isabel
1
Christensen, Bent Jesper
1
Christoffersen, Peter F.
1
Delle Monache, Davide
1
Demetrescu, Matei
1
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1
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1
Fernández-Villaverde, Jesús
1
Haldrup, Niels
1
Hall, Anthony D.
1
Hautsch, Nikolaus
1
Hillebrand, Eric
1
Jacobs, Kris
1
Jungbacker, Borus
1
Jørgensen, Kasper
1
Kallestrup-Lamb, Malene
1
Kjær, Mads Markvart
1
Koopman, Siem Jan
1
Kruse-Becher, Robinson
1
Lanne, Markku
1
Li, Sophia Zhengzi
1
MacKinnon, James G.
1
Mao, Xiuping
1
Meldrum, Andrew
1
Mikkelsen, Jakob Guldbæk
1
Mirone, Giorgio
1
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1
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1
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
904
Discussion paper series / IZA
426
CESifo working papers
181
Finance and economics discussion series
169
Working paper
128
Discussion paper
92
Discussion paper / Tinbergen Institute
88
SFB 649 discussion paper
66
Staff reports / Federal Reserve Bank of New York
66
CFS working paper series
64
Discussion papers / Deutsches Institut für Wirtschaftsforschung
54
ZEW discussion papers
53
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52
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49
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44
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38
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ECONIS (ZBW)
33
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1
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
2
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
3
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
4
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
7
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
8
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
9
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Casas, Isabel
;
Mao, Xiuping
;
Veiga, Helena
-
2018
Persistent link: https://www.econbiz.de/10011864851
Saved in:
10
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
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