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subject:"Prognoseverfahren"
subject:"USA"
~institution:"Birkbeck College / Department of Economics"
~institution:"Federal Reserve Bank of Cleveland"
~language:"eng"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Volatility
Zeitreihenanalyse
Estimation theory
12
Schätztheorie
12
Theorie
10
Theory
10
Volatilität
5
Estimation
4
Großbritannien
4
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4
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Italy
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7
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7
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7
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Psaradakis, Zacharias G.
3
Karanasos, Menelaos
2
Orszag, Jonathan Michael
2
Sola, Martin
2
Bianchi, Marco
1
Craig, Ben R.
1
Dacco, Roberto
1
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1
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Birkbeck College / Department of Economics
Federal Reserve Bank of Cleveland
National Bureau of Economic Research
71
Ekonomiska forskningsinstitutet <Stockholm>
21
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18
European University Institute / Department of Economics
12
Umeå universitet
12
Centre for Quantitative Economics & Computing
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
8
Umeå Universitet / Institutionen för Nationalekonomi
5
European University Institute / Department of Law
4
Rodney L. White Center for Financial Research
4
State University of New York at Albany / Department of Economics
4
University of Chicago / Graduate School of Business
4
University of Exeter / Department of Economics
4
University of New England / Department of Econometrics
4
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Board of Governors
3
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3
London School of Economics and Political Science
3
OECD
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Rutgers University / Department of Economics
3
University of Warwick / Department of Economics
3
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3
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2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve System / Division of Research and Statistics
2
HFDF <1, 1995, Zürich>
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
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2
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2
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2
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2
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2
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1
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1
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1
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ECONIS (ZBW)
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The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
2
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
3
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
4
A new method for obtaining the autocovariance of an ARMA model : an exact-form solution
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000945555
Saved in:
5
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
6
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
-
1996
Persistent link: https://www.econbiz.de/10000930373
Saved in:
7
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
8
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
9
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
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