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subject:"Volatilität"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"European University Institute / Department of Economics"
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
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Volatilität
Kapitaleinkommen
Schätztheorie
Estimation
22
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13
USA
6
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6
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Barsky, Robert B.
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Chang, Dongkoo
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Chang, Tong-gu
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Christensen, Bent Jesper
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DeLong, James Bradford
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Centre for Analytical Finance <Århus>
European University Institute / Department of Economics
National Bureau of Economic Research
211
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
International Energy Agency
10
OECD
10
Institut für Weltwirtschaft
7
Federal Reserve Bank of St. Louis
6
University of Canterbury / Dept. of Economics and Finance
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Birkbeck College / Department of Economics
5
Federal Reserve System / Division of Research and Statistics
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Forschungsinstitut zur Zukunft der Arbeit
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Organisation for Economic Co-operation and Development
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Ekonomiska forskningsinstitutet <Stockholm>
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Gottfried Wilhelm Leibniz Universität Hannover
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Rodney L. White Center for Financial Research
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Australian National University / Faculty of Economics and Commerce
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve System / Board of Governors
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Institute of European Finance <Bangor, Gwynedd>
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International Monetary Fund
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Kansantaloustieteen Laitos <Tampere>
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School of Accounting, Finance and Economics <Perth, Western Australia>
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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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A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
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2
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
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3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
5
Testing the joint hypothesis of rationality and neutrality under seasonal cointegration : the case of Korea
Ermini, Luigi
-
1994
Persistent link: https://www.econbiz.de/10013420254
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6
Why does the stock market fluctuate?
Barsky, Robert B.
;
DeLong, James Bradford
-
1992
Persistent link: https://www.econbiz.de/10013419686
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