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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Working papers"
~person:"Lacava, Demetrio"
~subject:"Welfare analysis"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Estimation theory
Schätzung
Welfare analysis
Estimation
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Geldpolitik
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Monetary policy
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Multiplicative Error Model
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Theorie
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Theory
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Volatility
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Volatilität
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Aktienmarkt
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Ankündigungseffekt
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Announcement effect
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Markov-Kette
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Model–based clustering
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Monetary policy an- nouncements
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Prognoseverfahren
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Realized Volatility
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Significant jumps
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Smoothed Probabilities
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Stock market volatility
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Unconventional monetary policies
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Lacava, Demetrio
Phillips, Peter C. B.
20
Andrews, Donald W. K.
11
Fair, Ray C.
4
Gallo, Giampiero M.
4
Morris, Stephen
4
Otranto, Edoardo
4
Sun, Yixiao
4
Bergemann, Dirk
3
Billio, Monica
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Brooks, Ben
3
Brown, Donald J.
3
Caporin, Massimiliano
3
Meghir, Costas
3
Shimotsu, Katsumi
3
Yu, Jun
3
Atzeni, Gianfranco E.
2
Carrillo, Julio A.
2
Chao, John C.
2
Chen, Xiaohong
2
Chlebus, Marcin
2
Creedy, John
2
Deidda, Luca G.
2
Di Corato, Luca
2
Fang, Hanming
2
Frattarolo, Lorenzo
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Hirschberg, Joseph G.
2
Jin, Sainan
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Kawakami, Kei
2
Kowalski, Amanda E.
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Lye, Jenny N.
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Mandelbrot, Benoît B.
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Maoz, Yishay
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Nordhaus, William D.
2
Norman, Peter
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Pelizzon, Loriana
2
Rizzi, Dino
2
Robin, Jean-Marc
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Roson, Roberto
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Serletis, Apostolos
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Volatility jumps and the classification of monetary policy announcements
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321842
Saved in:
2
Measuring the effects of unconventional policies on stock market volatility
Lacava, Demetrio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515678
Saved in:
3
On classifying the effects of policy announcements on volatility
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515683
Saved in:
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