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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Belzil, Christian"
~person:"Campbell, John Y."
~person:"Card, David"
~person:"Engle, Robert F."
~person:"Kelly, Bryan T."
~person:"Ours, Jan C. van"
~person:"Wagner, Joachim"
~subject:"Arbeitslosigkeit"
~subject:"Arbeitsmarktflexibilität"
~subject:"Bildungsertrag"
~subject:"Konjunktur"
~subject:"Labour mobility"
~subject:"Monetary policy"
~subject:"Portfolio selection"
~subject:"Productivity"
~subject:"Share price"
~subject:"Wirkungsanalyse"
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EU-Staaten
Volatility
Arbeitslosigkeit
Arbeitsmarktflexibilität
Bildungsertrag
Konjunktur
Labour mobility
Monetary policy
Portfolio selection
Productivity
Share price
Wirkungsanalyse
Estimation
13
Schätzung
13
Theorie
6
Theory
6
USA
5
United States
5
Börsenkurs
4
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4
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4
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1990-1991
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2
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2
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Aktienindex
1
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1
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1
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Black-Scholes model
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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9
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3
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3
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3
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3
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English
9
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Belzil, Christian
Campbell, John Y.
Card, David
Engle, Robert F.
Kelly, Bryan T.
Ours, Jan C. van
Wagner, Joachim
Den Haan, Wouter J.
3
Ramey, Garey
3
Granger, C. W. J.
2
Kane, Alex
2
Lee, Gary G. J.
2
Noh, Jaesun
2
Owyang, Michael T.
2
Dufour, Alfonso
1
Hamilton, James D.
1
Huang, Bwo-nung
1
Manganelli, Simone
1
Monteagudo, Josefina
1
Patton, Andrew J.
1
Pérez-Quirós, Gabriel
1
Raut, Lakshmi Kanta
1
Russell, Jeffrey R.
1
Sin, Chor-yiu
1
Sumner, Steven
1
Timmermann, Allan
1
Vahid, Farshid
1
Watson, Joel
1
Yang, Chin-wei
1
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Discussion paper / Department of Economics, University of California San Diego
Discussion paper series / IZA
34
NBER working paper series
21
Discussion paper / Centre for Economic Policy Research
19
NBER Working Paper
19
University of Lüneburg Working paper series in economics
18
Working paper / National Bureau of Economic Research, Inc.
17
IZA Discussion Paper
16
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
12
Discussion paper / Center for Economic Research, Tilburg University
10
Applied economics letters
4
Arbeitsbericht / Universität Lüneburg, Fachbereich Wirtschafts- und Sozialwissenschaften
4
Journal of financial economics
4
Review of world economics
4
The journal of finance : the journal of the American Finance Association
4
Working paper
4
Diskussionspapiere / Friedrich-Alexander-Universität, Lehrstuhl für Arbeitsmarkt- und Regionalpolitik
3
HWWA discussion paper
3
Labour economics : official journal of the European Association of Labour Economists
3
Applied economics
2
CESifo working papers
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Discussion paper / Tinbergen Institute
2
Discussion paper series
2
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für VWL, insbes. Arbeitsmarkt- und Regionalpolitik
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of econometrics
2
Journal of labor economics
2
Journal of monetary economics
2
Melbourne Institute working paper series
2
Quantitative economics : QE ; journal of the Econometric Society
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Accounting for worker well-being
1
Annales d'économie et de statistique
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Chicago Booth Research Paper
1
Critical finance review
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ECONIS (ZBW)
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1
Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
-
2000
Persistent link: https://www.econbiz.de/10001541189
Saved in:
2
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
3
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
4
Estimating diffusion models of stochastic volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1995
Persistent link: https://www.econbiz.de/10000930719
Saved in:
5
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
6
Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
7
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
Saved in:
8
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
9
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
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