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subject:"Makroökonomie"
~isPartOf:"Applied quantitative finance : theory and computational tools"
~person:"Herwartz, Helmut"
~subject:"ARCH model"
~subject:"Schätzung"
~subject:"Statistische Methodenlehre"
~subject:"Wirtschaftstheorie"
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Makroökonomie
ARCH model
Schätzung
Statistische Methodenlehre
Wirtschaftstheorie
ARCH-Modell
1
Deutschland
1
Estimation
1
Exchange rate
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Germany
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Großbritannien
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Multivariate Analyse
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Multivariate analysis
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Theorie
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Theory
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United Kingdom
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Volatility
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Volatilität
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English
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Herwartz, Helmut
Fengler, Matthias R.
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Frisch, Christoph
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Knöchlein, Germar
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Schulz, Rainer
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Werwatz, Axel
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Applied quantitative finance : theory and computational tools
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Applied quantitative finance
4
Discussion papers of interdisciplinary research project 373
4
Economics working paper
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Econometric Institute research papers
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Cege discussion paper
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Journal of econometrics
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SFB 649 discussion paper
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Annales d'économie et de statistique
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CORE discussion papers : DP
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Econometric reviews
1
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of empirical finance
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Macroeconomic dynamics
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Oxford bulletin of economics and statistics
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Reihe Quantitative Ökonomie : Ökon
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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ECONIS (ZBW)
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Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance : theory and computational …
,
(pp. 221-236)
.
2002
Persistent link: https://www.econbiz.de/10001749997
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