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subject:"Theorie"
type_genre:"Arbeitspapier"
~institution:"Birkbeck College / Department of Economics"
~institution:"Brown University / Department of Economics"
~institution:"School of Economics <Quezon>"
~subject:"Italien"
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Search: subject_exact:"Estimation theory"
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Theorie
Italien
Estimation theory
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Schätztheorie
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Sola, Martin
3
Hansen, Peter Reinhard
2
Medalla, Erlinda M.
2
Orszag, Jonathan Michael
2
Power, John H.
2
Psaradakis, Zacharias G.
2
Timmermann, Allan
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Birkbeck College / Department of Economics
Brown University / Department of Economics
School of Economics <Quezon>
European University Institute / Department of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
18
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
16
Umeå universitet
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Forschungsinstitut zur Zukunft der Arbeit
9
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University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve System / Division of Research and Statistics
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Centre for Analytical Finance <Århus>
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Centre for Microdata Methods and Practice <London>
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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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Universitetet i Oslo / Økonomisk institutt
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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1
Generalized reduced rank regression
Hansen, Peter Reinhard
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657844
Saved in:
2
On the estimation of reduced rank regressions
Hansen, Peter Reinhard
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658017
Saved in:
3
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:
4
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
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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
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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
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:
9
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
10
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
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