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subject:"Volatilität"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Business Information Centre <Toronto>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~institution:"Internationaler Währungsfonds / Research Department"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Estimation theory"
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Volatilität
Estimation theory
Estimation
64
Schätzung
64
Theorie
38
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38
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18
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18
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9
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9
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10
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English
12
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Anderson, Torben G.
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Clark, Peter B.
1
Diebold, Francis X.
1
Dungey, Mardi H.
1
Estevão, Marcelo M.
1
Faruqee, Hamid
1
Feldman, Robert A.
1
Heaney, Richard A.
1
Hooper, Vincent J.
1
Hull, John
1
Judson, Ruth A.
1
Labys, Paul
1
Lau, Sau-Him Paul
1
Orphanides, Athanasios
1
Pástor, Ľuboš
1
Reinhart, Vincent
1
Santa-Clara, Pedro
1
Stambaugh, Robert F.
1
Suo, Wulin
1
Turtelboom, Bart G.
1
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Australian National University / Faculty of Economics and Commerce
Business Information Centre <Toronto>
Federal Reserve System / Division of Research and Statistics
Internationaler Währungsfonds / Research Department
Rodney L. White Center for Financial Research
National Bureau of Economic Research
133
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
International Energy Agency
10
OECD
10
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Forschungsinstitut zur Zukunft der Arbeit
5
Organisation for Economic Co-operation and Development
5
Ekonomiska forskningsinstitutet <Stockholm>
4
Banque de France / Direction des Etudes Economiques et de la Recherche
3
Birkbeck College / Department of Economics
3
Centre for Analytical Finance <Århus>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Economics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institute of European Finance <Bangor, Gwynedd>
3
International Monetary Fund
3
Kansantaloustieteen Laitos <Tampere>
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Umeå universitet
3
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
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2
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2
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2
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2
Panepistēmio Kypru / Department of Economics
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Trinity College Dublin / Department of Economics
2
University of New England / Department of Econometrics
2
University of Strathclyde / Department of Economics
2
University of Western Australia / Department of Economics
2
University of Wisconsin-Madison
2
University of York / Department of Economics and Related Studies
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3
Working papers in economics and econometrics
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2
Rotman working papers series
1
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ECONIS (ZBW)
12
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A methodology for assessing model risk and its application to the implied volatility function model
Hull, John
(
contributor
);
Suo, Wulin
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001681228
Saved in:
2
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
3
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
Saved in:
4
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
5
A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H.
-
1997
Persistent link: https://www.econbiz.de/10000959373
Saved in:
6
An examination of the variation in equity market returns and volatility in the Asia Pacific region
Heaney, Richard A.
-
1997
Persistent link: https://www.econbiz.de/10000978403
Saved in:
7
Exchange rate volatility, pricing to market and trade smoothing
Clark, Peter B.
-
1997
Persistent link: https://www.econbiz.de/10000975919
Saved in:
8
Inflation, volatility and growth
Judson, Ruth A.
;
Orphanides, Athanasios
-
1996
Persistent link: https://www.econbiz.de/10000939498
Saved in:
9
Testing the long run effect of investment on output in the presence of cointegration
Lau, Sau-Him Paul
-
1996
Persistent link: https://www.econbiz.de/10000603211
Saved in:
10
Measurement error and time aggregation : a closer look at estimates of output-labor elasticities
Estevão, Marcelo M.
-
1996
Persistent link: https://www.econbiz.de/10000931473
Saved in:
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