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subject:"Time series analysis"
subject:"Volatilität"
~institution:"Banque de France / Direction des Etudes Economiques et de la Recherche"
~institution:"Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>"
~subject:"Schätzung"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Volatilität
Schätzung
Estimation theory
5
Schätztheorie
5
Theorie
4
Theory
4
Estimation
3
France
2
Frankreich
2
Schock
2
Shock
2
1975-1996
1
Bankwirtschaft
1
Deutschland
1
EU countries
1
EU-Staaten
1
Economics of banking
1
Erwartungsbildung
1
Euromarkets
1
Euromarkt
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Expectation formation
1
Geldpolitik
1
Germany
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Großbritannien
1
Inflation
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Interest margin
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Monetary policy
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Option pricing theory
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Optionspreistheorie
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United Kingdom
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Volatility
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Yield curve
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Zeitreihenanalyse
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Working Paper
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Graue Literatur
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Non-commercial literature
4
Language
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French
4
Author
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Jondeau, Eric
2
Bandt, Olivier de
1
Bruneau, Catherine
1
Jacquinot, Pascal
1
Rockinger, Michael
1
Institution
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Banque de France / Direction des Etudes Economiques et de la Recherche
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
European University Institute / Department of Economics
10
Ekonomiska forskningsinstitutet <Stockholm>
9
National Bureau of Economic Research
8
Umeå universitet
8
Birkbeck College / Department of Economics
7
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Rodney L. White Center for Financial Research
4
University of Exeter / Department of Economics
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University of New England / Department of Econometrics
4
European University Institute / Department of Law
3
Federal Reserve System / Board of Governors
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Forschungsinstitut zur Zukunft der Arbeit
3
Australian National University / Faculty of Economics and Commerce
2
Center for Economic Research <Tilburg>
2
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve System / Division of Research and Statistics
2
Institut für Höhere Studien
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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Panepistēmio Kypru / Department of Economics
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Trinity College Dublin / Department of Economics
2
University of Warwick / Department of Economics
2
University of York / Department of Economics and Related Studies
2
Universiṭat Bar-Ilan / Department of Economics
2
Amsterdams Instituut voor ArbeidsStudies
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Centre for Microdata Methods and Practice <London>
1
Centre for Quantitative Economics & Computing
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Department of Economics
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
IMF Institute
1
Institut für Industriebetriebsforschung <Hamburg>
1
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
1
Institut für Weltwirtschaft
1
Institut für Weltwirtschaft / Abteilung Entwicklungsländer und Weltwirtschaft
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Notes d'études et de recherche : NER
4
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ECONIS (ZBW)
4
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1
L' inflation sous-jacente à partir d'une approche structurelle des VAR : une application à la France, l'Allemagne et au Royaume-Uni
Jacquinot, Pascal
-
1998
Persistent link: https://www.econbiz.de/10000980491
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2
La modélisation VAR structurel : application à la politique monétaire en France
Bruneau, Catherine
;
Bandt, Olivier de
-
1998
Persistent link: https://www.econbiz.de/10000983202
Saved in:
3
Représentation VAR et test de la théorie des anticipations de la structure par terme
Jondeau, Eric
-
1997
Persistent link: https://www.econbiz.de/10000968630
Saved in:
4
Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
Jondeau, Eric
;
Rockinger, Michael
-
1997
Persistent link: https://www.econbiz.de/10000972674
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