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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"University of California, San Diego / Department of Economics"
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Stochastischer Prozess
Volatility
Estimation theory
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Schätztheorie
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Regressionsanalyse
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Statistical test
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unconditional policy effect
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F distribution
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Fixed-smoothing Asymptotics
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Pellatt, Daniel
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Sun, Yixiao
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University of California, San Diego / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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Birkbeck College / Department of Economics
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Rodney L. White Center for Financial Research
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of Cleveland
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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School of Economics <Bundoora, Victoria> / Department of Economics
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Springer Fachmedien Wiesbaden
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Symposium on Operations Research <24, 1999, Magdeburg>
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Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel
;
Sun, Yixiao
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University of California, San Diego / Department of …
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2020
Persistent link: https://www.econbiz.de/10012504149
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