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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Harvey, Andrew C."
~subject:"Asymmetric information"
~subject:"Volatilität"
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Estimation
Public choice
Asymmetric information
Volatilität
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Harvey, Andrew C.
Li, Wai Keung
3
Lucas, André
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Marcellino, Massimiliano
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Tauchen, George Eugene
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Aastveit, Knut Are
2
Bauwens, Luc
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Cambridge working papers in economics
3
Journal of econometrics
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper series / LSE Financial Markets Group
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Forecasting volatility in the financial markets
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Statistical methods in finance
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The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
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2
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
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