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subject:"National income"
subject:"Time series analysis"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Bruggeman, Annick
2
Rockinger, Michael
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Fleming, Jeff
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Chambre de commerce et d'industrie de Paris
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
Ekonomiska forskningsinstitutet <Stockholm>
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Report / Studiecentrum voor Economisch en Sociaal Onderzoek, Universitaire Faculteiten St.-Ignatius
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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000986989
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2
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
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3
Computing quarterly GDP data : a question of economics?
Bruggeman, Annick
-
1996
Persistent link: https://www.econbiz.de/10000954309
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4
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
5
Disaggregating annual real GDP data into quarterly figures
Bruggeman, Annick
-
1995
Persistent link: https://www.econbiz.de/10000923466
Saved in:
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