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subject:"Time series analysis"
subject:"Zeitreihenanalyse"
~institution:"Rodney L. White Center for Financial Research"
~institution:"University of Strathclyde / Department of Economics"
~subject:"Volatility"
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Time series analysis
Zeitreihenanalyse
Volatility
Estimation
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7
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5
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5
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Rodney L. White Center for Financial Research
University of Strathclyde / Department of Economics
National Bureau of Economic Research
93
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of St. Louis
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ECONIS (ZBW)
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Co-movements in real effective exchange rates : evidence from the dynamic hierarchical factor mode
Nagayasu, Jun
-
2013
Persistent link: https://www.econbiz.de/10010259016
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2
Time variation in the dynamics of worker flows : evidence from the US and Canada
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009531109
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3
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
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4
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
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