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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~subject:"Kointegration"
~subject:"Statistical test"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Kointegration
Statistical test
Estimation theory
28
Schätztheorie
28
Theorie
24
Theory
24
Time series analysis
13
Zeitreihenanalyse
13
Börsenkurs
2
Estimation
2
Heteroskedastizitätsanalyse
2
Lag model
2
Lag-Modell
2
Mehrproduktfertigung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multiproduct production
2
Returns to scale
2
Schweden
2
Schätzung
2
Share price
2
Skalenertrag
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Sweden
2
Technical efficiency
2
Technische Effizienz
2
Volatilität
2
1960-1994
1
1962-1994
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1985-1990
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1991
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1992-1993
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ARCH model
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ARCH-Modell
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ARFIMA
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ARMA
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Arbeitslosigkeit
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Arbeitsmarkt
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CAPM
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Data envelopment analysis
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Data-Envelopment-Analyse
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Deutschland
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Hochschulschrift
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Collection of articles written by one author
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English
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Hagerud, Gustaf E.
1
Åsbrink, Stefan E.
1
Institution
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Ekonomiska forskningsinstitutet <Stockholm>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
Birkbeck College / Department of Economics
4
Center for Economic Research <Tilburg>
4
European University Institute / Department of Economics
3
Nationalekonomiska Institutionen <Lund>
3
Rodney L. White Center for Financial Research
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
National Bureau of Economic Research
2
University of Exeter / Department of Economics
2
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Law
1
Federal Reserve Bank of Cleveland
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Institut für Weltwirtschaft
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Konjunkturinstitutet <Stockholm>
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
National Institute of Economic and Social Research
1
Robert Schuman Centre for Advanced Studies
1
School of Economics, Mathematics and Statistics <London>
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
The Wharton Financial Institutions Center
1
University of New England / Department of Econometrics
1
University of Strathclyde / Department of Economics
1
University of York / Department of Economics and Related Studies
1
Universität Bremen
1
Universität Trier
1
Université de Montréal / Département de sciences économiques
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Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
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1997
Persistent link: https://www.econbiz.de/10000958387
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2
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
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