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subject:"Volatilität"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Financial Options Research Centre"
~subject:"Schätztheorie"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation"
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Volatilität
Schätztheorie
Estimation
28
Schätzung
28
Theorie
23
Theory
23
Großbritannien
8
United Kingdom
8
USA
5
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5
Börsenkurs
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Kaufkraftparität
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Purchasing power parity
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1973-1997
3
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Estimation theory
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English
5
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Christiansen, Charlotte
1
Dacco, Roberto
1
Myhre Lildholt, Peter
1
Orszag, Jonathan Michael
1
Sola, Martin
1
Timmermann, Allan
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Birkbeck College / Department of Economics
Centre for Analytical Finance <Århus>
Financial Options Research Centre
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Forschungsinstitut zur Zukunft der Arbeit
5
Ekonomiska forskningsinstitutet <Stockholm>
4
National Bureau of Economic Research
4
Australian National University / Faculty of Economics and Commerce
3
Banque de France / Direction des Etudes Economiques et de la Recherche
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Institute of European Finance <Bangor, Gwynedd>
3
International Monetary Fund
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Rodney L. White Center for Financial Research
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Chambre de commerce et d'industrie de Paris
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2
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Federal Reserve System / Division of Research and Statistics
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Institut für Höhere Studien
2
Panepistēmio Kypru / Department of Economics
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Trinity College Dublin / Department of Economics
2
Umeå universitet
2
University of New England / Department of Econometrics
2
University of Strathclyde / Department of Economics
2
University of York / Department of Economics and Related Studies
2
Université de Montréal / Département de sciences économiques
2
Universiṭat Bar-Ilan / Department of Economics
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Business Information Centre <Toronto>
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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
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Discussion paper in financial economics : FE
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
3
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
4
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:
5
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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