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subject:"Großbritannien"
subject:"Volatilität"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Monte Carlo simulation
Estimation theory
39
Schätztheorie
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Theorie
25
Theory
25
Time series analysis
21
Zeitreihenanalyse
21
Schweden
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Bootstrap approach
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Bootstrap-Verfahren
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Börsenkurs
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Estimation
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1960-1994
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Hagerud, Gustaf E.
1
Lyhagen, Johan
1
Löthgren, Mickael
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Åsbrink, Stefan E.
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
24
Birkbeck College / Department of Economics
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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Banque de France / Direction des Etudes Economiques et de la Recherche
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European University Institute / Department of Economics
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Exeter / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Centre for Microdata Methods and Practice <London>
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Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
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Federal Reserve Bank of Cleveland
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Public Sector Economics Research Centre <Leicester>
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School of Economics <Bundoora, Victoria> / Department of Economics
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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ECONIS (ZBW)
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How to bootstrap DEA estimators : a Monte Carlo comparison
Löthgren, Mickael
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1998
Persistent link: https://www.econbiz.de/10000981183
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2
Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan
-
1998
Persistent link: https://www.econbiz.de/10000984648
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3
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
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4
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
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