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subject:"Geldpolitik"
type_genre:"Arbeitspapier"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Université de Montréal / Département de sciences économiques"
~subject:"1990-1996"
~subject:"Volatility"
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Geldpolitik
1990-1996
Volatility
Estimation
14
Schätzung
14
Theorie
10
Theory
10
USA
4
United States
4
Time series analysis
3
Volatilität
3
Zeitreihenanalyse
3
ARCH model
2
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2
CAPM
2
Forecasting model
2
OECD countries
2
OECD-Staaten
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Preistheorie
2
Price theory
2
Prognoseverfahren
2
Securities trading
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2
1871-2000
1
1890-1938
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1919-1999
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1926-1995
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1950-1999
1
1970-1992
1
1986-1996
1
Adverse Selektion
1
Adverse selection
1
Bid-ask spread
1
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1
Cointegration
1
Comparative advantage
1
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1
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1
Currency option
1
Deutschland
1
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1
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Arbeitspapier
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English
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Andersen, Torben
1
Bollerslev, Tim
1
Castro, Ruy
1
Christiansen, Charlotte
1
De Resende, Carlos
1
Meddahi, Nour
1
Myhre Lildholt, Peter
1
Ruge-Murcia, Francisco Javier
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Centre for Analytical Finance <Århus>
Université de Montréal / Département de sciences économiques
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Institut für Weltwirtschaft
13
International Monetary Fund
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Federal Reserve Bank of St. Louis
6
University of Canterbury / Dept. of Economics and Finance
6
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
6
Forschungsinstitut zur Zukunft der Arbeit
5
Federal Reserve Bank of Cleveland
4
Federal Reserve Bank of San Francisco
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
National Bureau of Economic Research
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Johns Hopkins University / Department of Economics
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Kansantaloustieteen Laitos <Tampere>
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National Institute of Economic and Social Research
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William Davidson Institute <Ann Arbor, Mich.>
3
Australian National University / Faculty of Economics and Commerce
2
Birkbeck College / Department of Economics
2
Birmingham Business School
2
Bonn Graduate School of Economics
2
Centre for Growth and Business Cycle Research <Manchester>
2
Chambre de commerce et d'industrie de Paris
2
Deutsches Institut für Wirtschaftsforschung
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
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2
Federal Reserve System / Board of Governors
2
Institute of European Finance <Bangor, Gwynedd>
2
Internationaler Währungsfonds / European Department <2>
2
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
2
Internationaler Währungsfonds / Research Department
2
Rodney L. White Center for Financial Research
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Suntory-Toyota International Centre for Economics and Related Disciplines
2
Task Force on Low Inflation (LIFT)
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Türkiye Cumhuriyet Merkez Bankası
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University of California Davis / Department of Economics
2
University of Glasgow / Department of Economics
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Cahier / Départment de Sciences Économiques, Université de Montréal
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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The backing of government debt and the price level
Castro, Ruy
(
contributor
);
De Resende, Carlos
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948100
Saved in:
2
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
3
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
4
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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