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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"CREATES research paper"
~subject:"Konjunktur"
~subject:"Portfolio selection"
~type_genre:"Bibliografie enthalten"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Volatility
Yield curve
Konjunktur
Portfolio selection
Estimation
79
Schätzung
79
Theorie
32
Theory
32
Time series analysis
25
Zeitreihenanalyse
25
Capital income
23
Kapitaleinkommen
23
Estimation theory
18
Schätztheorie
18
Volatilität
18
Börsenkurs
15
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15
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Risikoprämie
13
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13
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12
United States
12
Cointegration
11
Kointegration
11
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8
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8
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8
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7
Factor analysis
7
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Stochastic process
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Stochastischer Prozess
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Correlation
6
Korrelation
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Bibliografie enthalten
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Andreasen, Martin Møller
4
Silvennoinen, Annastiina
3
Teräsvirta, Timo
3
Bollerslev, Tim
2
Christensen, Bent Jesper
2
Nielsen, Morten Ørregaard
2
Todorov, Viktor
2
Veliyev, Bezirgen
2
Abate, Girum Dagnachew
1
Anselin, Luc
1
Aslanidis, Nektarios
1
Bolko, Anine E.
1
Callot, Laurent
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Christensen, Kim
1
Christiansen, Charlotte
1
Engsted, Tom
1
Ergemen, Yunus Emre
1
Eriksen, Jonas Nygaard
1
Ferreira, Eva
1
Floor Brix, Anne
1
Haldrup, Niels
1
Hall, Anthony D.
1
Jakobsen, Johan Stax
1
Johansen, Søren
1
Jungbacker, Borus
1
Jørgensen, Kasper
1
Kanaya, Shin
1
Kang, Jian
1
Kjær, Mads Markvart
1
Koopman, Siem Jan
1
Kristensen, Dennis
1
Kristensen, Johannes Tang
1
Lunde, Asger
1
Meldrum, Andrew
1
Møller, Stig Vinther
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Nielsen, Ole Linnemann
1
Orbe-Mandaluniz, Susan
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
242
Discussion paper / Centre for Economic Policy Research
167
CESifo working papers
141
Working paper
124
Discussion paper series / IZA
111
Discussion paper / Tinbergen Institute
95
Discussion papers / CEPR
80
Finance and economics discussion series
73
Discussion paper
66
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56
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53
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53
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45
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43
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40
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39
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37
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36
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32
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27
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Kieler Arbeitspapiere
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ZEW discussion papers
26
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25
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23
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23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
CAMA working paper series
21
Department of Economics working paper series
21
Discussion papers of interdisciplinary research project 373
20
Documents de travail / Banque de France
20
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ECONIS (ZBW)
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
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4
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
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5
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
8
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
9
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
10
A parametric factor model of the term structure of mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
-
2018
Persistent link: https://www.econbiz.de/10011797536
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