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subject:"Deutschland"
subject:"Forecasting model"
~person:"Diebold, Francis X."
~subject:"Capital income"
~subject:"Maximum likelihood estimation"
~subject:"Volatility"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Capital income
Maximum likelihood estimation
Volatility
Estimation theory
23
Schätztheorie
23
Theorie
15
Theory
15
Estimation
7
Kapitaleinkommen
7
Schätzung
7
Prognoseverfahren
5
Volatilität
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Devisenmarkt
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Exchange rate
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Foreign exchange market
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Statistical theory
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Statistische Methodenlehre
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USA
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United States
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Zeitreihenanalyse
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Cattle market
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Dynamic equilibrium
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Dynamische Wirtschaftstheorie
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Dynamisches Gleichgewicht
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Germany
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Japan
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Konjunktur
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Korrelation
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Rindermarkt
3
Currency derivative
2
Währungsderivat
2
1869-1993
1
1996
1
Agrarmarkt
1
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Graue Literatur
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English
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Diebold, Francis X.
Koopman, Siem Jan
21
Marcellino, Massimiliano
17
Swanson, Norman R.
17
Härdle, Wolfgang
13
Lechner, Michael
13
Pesaran, M. Hashem
12
Sentana, Enrique
12
Huber, Florian
11
Koop, Gary
11
Brandt, Michael W.
10
Croux, Christophe
10
Lucas, André
10
Phillips, Peter C. B.
10
Corradi, Valentina
9
Fiorentini, Gabriele
9
Gao, Jiti
9
Hyndman, Rob J.
9
Linton, Oliver
9
Teräsvirta, Timo
9
Blasques, Francisco
8
Cai, Zongwu
8
Clark, Todd E.
8
Dijk, Dick van
8
Gouriéroux, Christian
8
Athanasopoulos, George
7
Gorgi, Paolo
7
Hafner, Christian M.
7
Kapetanios, George
7
Lütkepohl, Helmut
7
Taylor, Robert
7
Vahid, Farshid
7
Andersen, Torben
6
Audrino, Francesco
6
Baltagi, Badi H.
6
Brecht, Beatrix
6
Cavaliere, Giuseppe
6
Hautsch, Nikolaus
6
Jordà, Òscar
6
Monfort, Alain
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Rodney L. White Center for Financial Research
3
The Wharton Financial Institutions Center
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Working paper / National Bureau of Economic Research, Inc.
4
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3
Financial Institutions Center
2
Technical working paper / National Bureau of Economic Research
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CFS working paper series
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ECONIS (ZBW)
14
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1
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
2
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003349886
Saved in:
3
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
4
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
5
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
6
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1999
Persistent link: https://www.econbiz.de/10001426216
Saved in:
7
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
8
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
9
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
10
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1998
Persistent link: https://www.econbiz.de/10000998139
Saved in:
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