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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The journal of futures markets"
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EU-Staaten
Volatility
Estimation
1,155
Schätzung
1,150
Theorie
386
Theory
386
Estimation theory
273
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273
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265
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Todorov, Viktor
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Empirica : journal of european economics
International journal of forecasting
Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of futures markets
Applied economics
197
Economic modelling
191
CESifo working papers
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Energy economics
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International review of economics & finance : IREF
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Economics letters
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An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph
- In:
The journal of futures markets
18
(
1998
)
4
,
pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
Saved in:
312
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
313
Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A.
- In:
International journal of forecasting
12
(
1996
)
4
,
pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
Saved in:
314
Price volatility and futures margins
Hardouvelis, Gikas A.
- In:
The journal of futures markets
16
(
1996
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10001193435
Saved in:
315
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
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