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subject:"EU countries"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Volatilität"
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EU countries
Börsenkurs
Estimation theory
Volatilität
Estimation
79
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32
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32
Time series analysis
25
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Bollerslev, Tim
5
Nielsen, Morten Ørregaard
4
Teräsvirta, Timo
4
Todorov, Viktor
4
Christensen, Bent Jesper
3
Silvennoinen, Annastiina
3
Andreasen, Martin Møller
2
Casas, Isabel
2
Cavaliere, Giuseppe
2
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Kristensen, Dennis
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2
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2
Veliyev, Bezirgen
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2
Abate, Girum Dagnachew
1
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1
Bolko, Anine E.
1
Bu, Ruijun
1
Callot, Laurent
1
Carlini, Federico
1
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1
Demetrescu, Matei
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Dolatabadi, Sepideh
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Ergemen, Yunus Emre
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Kanaya, Shin
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CREATES research paper
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202
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181
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167
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155
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121
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110
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105
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74
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68
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ECONIS (ZBW)
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
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:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
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:
6
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:
7
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:
8
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
10
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
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