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subject:"Volatilität"
type_genre:"Working Paper"
~institution:"Birkbeck College / Department of Economics"
~subject:"Bayes-Statistik"
~subject:"Forecasting model"
~subject:"Panel"
~subject:"VAR-Modell"
~type_genre:"Forschungsbericht"
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Volatilität
Bayes-Statistik
Forecasting model
Panel
VAR-Modell
Estimation theory
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Schätztheorie
8
Theorie
8
Theory
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Großbritannien
4
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Volatility
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Estimation
3
Schätzung
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English
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Bianchi, Marco
1
Dacco, Roberto
1
Karanasos, Menelaos
1
Orszag, Jonathan Michael
1
Psaradakis, Zacharias G.
1
Sola, Martin
1
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Birkbeck College / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
National Bureau of Economic Research
10
European University Institute / Department of Law
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Rodney L. White Center for Financial Research
3
Rutgers University / Department of Economics
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2
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Amsterdams Instituut voor ArbeidsStudies
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
1
Centre for Microdata Methods and Practice <London>
1
Federal Reserve Bank of Cleveland
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Federal Reserve System / Division of Research and Statistics
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Forschungsinstitut zur Zukunft der Arbeit
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Institut für Industriebetriebsforschung <Hamburg>
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Københavns Universitet / Økonomisk Institut
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Massachusetts Institute of Technology / Department of Economics
1
McMaster University / Department of Economics
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State University of New York at Albany / Department of Economics
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University of California Davis / Department of Economics
1
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University of Canterbury / Dept. of Economics and Finance
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University of Strathclyde / Department of Economics
1
University of Warwick / Department of Economics
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University of York / Department of Economics and Related Studies
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Discussion paper in financial economics : FE
2
Discussion papers in economics
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ECONIS (ZBW)
4
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1
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:
2
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
Saved in:
3
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:
4
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
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