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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"ERID working paper"
~person:"Campbell, John Y."
~person:"Card, David"
~person:"Kelly, Bryan T."
~person:"Todorov, Viktor"
~person:"Whitelaw, Robert F."
~subject:"Bildungsertrag"
~subject:"Konjunktur"
~subject:"Monetary policy"
~subject:"Productivity"
~subject:"Share price"
~subject:"Wirkungsanalyse"
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EU-Staaten
Volatility
Bildungsertrag
Konjunktur
Monetary policy
Productivity
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Wirkungsanalyse
Estimation
4
Schätzung
4
Volatilität
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Börsenkurs
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Estimation theory
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1990-2008
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Aktienindex
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Campbell, John Y.
Card, David
Kelly, Bryan T.
Todorov, Viktor
Whitelaw, Robert F.
Tauchen, George Eugene
4
Bollerslev, Tim
3
Grynkiv, Iaryna
2
Arcidiacono, Peter
1
Davies, Robert
1
Hotz, Vincent Joseph
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Maurel, Arnaud
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ERID working paper
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16
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13
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13
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9
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The journal of finance : the journal of the American Finance Association
4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic Research Initiatives at Duke (ERID) Working Paper
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Handbook of macroeconomics ; Vol. 1C
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Journal of political economy
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SFB 649 discussion paper
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The quarterly journal of economics
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ECONIS (ZBW)
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Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559404
Saved in:
2
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
3
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
4
Realized Laplace Transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2010
Persistent link: https://www.econbiz.de/10009560323
Saved in:
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