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subject:"Risk"
~institution:"Birkbeck College / Department of Economics"
~subject:"Estimation theory"
~subject:"Risiko"
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Risk
Estimation theory
Risiko
Theorie
55
Theory
55
Estimation
16
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16
Großbritannien
12
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12
Börsenkurs
8
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1973-1997
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1988-1993
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English
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Orszag, Jonathan Michael
3
Sola, Martin
3
Gylfi Zoega
2
Psaradakis, Zacharias G.
2
Satchell, Stephen
2
Timmermann, Allan
2
Bianchi, Marco
1
Booth, Alison L.
1
Chen, Yu-Fu
1
Dacco, Roberto
1
Karanasos, Menelaos
1
Knight, John L.
1
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Tran, Kien C.
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Birkbeck College / Department of Economics
National Bureau of Economic Research
209
Ekonomiska forskningsinstitutet <Stockholm>
33
European University Institute / Department of Economics
25
Umeå universitet
25
Center for Economic Research <Tilburg>
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
University of New England / Department of Econometrics
19
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
17
University of Exeter / Department of Economics
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Forschungsinstitut zur Zukunft der Arbeit
11
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Chambre de commerce et d'industrie de Paris
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Edward Elgar Publishing
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Federal Reserve System / Division of Research and Statistics
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Universität Basel / Institut für Statistik und Ökonometrie
10
Australian National University / Faculty of Economics and Commerce
8
Centre for Analytical Finance <Århus>
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Umeå Universitet / Institutionen för Nationalekonomi
7
University of Southampton / Department of Economics
7
Deutsche Forschungsgemeinschaft
6
Universitetet i Oslo / Økonomisk institutt
6
University of Dundee / Department of Economic Studies
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Aarhus Universitet / Afdeling for Nationaløkonomi
5
Australian National University / Faculty of Economics
5
Centre for Microdata Methods and Practice <London>
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Federal Reserve System / Board of Governors
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Johns Hopkins University / Department of Economics
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Rodney L. White Center for Financial Research
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Rutgers University / Department of Economics
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Banque de France / Direction des Etudes Economiques et de la Recherche
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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Georgetown University / Economics Department
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Institut für Weltwirtschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion papers in economics
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ECONIS (ZBW)
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1
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:
2
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
3
Hiring and firing : a tale of two thresholds
Booth, Alison L.
;
Chen, Yu-Fu
;
Gylfi Zoega
-
1997
Persistent link: https://www.econbiz.de/10000974601
Saved in:
4
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:
5
Hiring-risk and labor market equilibrium
Orszag, Jonathan Michael
;
Gylfi Zoega
-
1995
Persistent link: https://www.econbiz.de/10000924222
Saved in:
6
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:
7
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
8
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
Saved in:
9
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
10
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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