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subject:"Volatilität"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Brenton, Paul"
~person:"Marcellino, Massimiliano"
~subject:"Außenhandelselastizität"
~subject:"Schätztheorie"
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Brenton, Paul
Marcellino, Massimiliano
Lettau, Martin
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ECONIS (ZBW)
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No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
2
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10010206904
Saved in:
3
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
-
2013
Persistent link: https://www.econbiz.de/10009724167
Saved in:
4
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
5
Estimates of bilateral trade elasticities and their implications for the modelling of '1992'
Brenton, Paul
;
Winters, Leonard Alan
-
1992
Persistent link: https://www.econbiz.de/10013421676
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