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subject:"Volatilität"
~isPartOf:"Working paper"
~subject:"Monetary policy"
~type_genre:"Country report"
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Volatilität
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Estimation
858
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Mumtaz, Haroon
18
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13
Theodoridis, Konstantinos
8
Neely, Christopher J.
5
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5
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4
Theophilopoulou, Angeliki
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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ECONIS (ZBW)
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91
Are monetary rules and reforms complements or substitutes? : A panel analysis for the world versus OECD countries
Belke, Ansgar
(
contributor
);
Herz, Bernhard
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003410689
Saved in:
92
Are monetary rules and reforms complements or substitutes? : A panel analysis for the world versus OECD countries
Belke, Ansgar
;
Herz, Bernhard
;
Vogel, Lukas
-
2006
Persistent link: https://www.econbiz.de/10003350030
Saved in:
93
Interest rate pass-through, monetary policy rules and macroeconomic stability
Kwapil, Claudia
(
contributor
);
Scharler, Johann
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003367515
Saved in:
94
Responses to monetary policy shocks in the east and the west of Europe : a comparison
Jarociński, Marek
-
2006
Persistent link: https://www.econbiz.de/10003367519
Saved in:
95
The effect of capital requirement regulation on the transmission of monetary policy : evidence from Austria
Engler, Philipp
;
Jokipii, Terhi
;
Merkl, Christian
; …
-
2005
Persistent link: https://www.econbiz.de/10002984215
Saved in:
96
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
97
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
98
Tobins̉ imperfect asset substitution in optimizing general equilibrium
Andrés, Javier
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001987130
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99
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
100
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
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