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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Handbook of financial time series"
~subject:"United Kingdom"
~subject:"Zeitreihenanalyse"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
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Volatility
Yield curve
United Kingdom
Zeitreihenanalyse
Estimation
5
Schätzung
5
Estimation theory
4
Schätztheorie
4
Volatilität
4
Stochastic process
3
Stochastischer Prozess
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Deutschland
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Time series analysis
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Cointegration
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Option pricing theory
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Asai, Manabu
1
Chen, Willa W.
1
Chib, Siddhartha
1
Franke, Jürgen
1
Hurvich, Clifford M.
1
Jungbacker, Borus
1
Koopman, Siem Jan
1
Kreiß, Jens-Peter
1
Mammen, Enno
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Handbook of financial time series
Applied quantitative finance
7
Forecasting volatility in the financial markets
6
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
6
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
5
Modern perspectives on the gold standard
5
Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
5
The interrelationship between financial and energy markets
5
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
5
Dynamic optics in economics : quantitative, experimental and econometric analyses
4
European Monetary Union, emerging markets and econometric issues in international finance
4
Exchange rate economics : where do we stand?
4
Monetary transmission mechanisms and central bank policy : essays in econometric modelling
4
New tools of economic dynamics
4
Openness and growth : proceedings of the Bank of England Academic Conference on the Relationship Between Openness and Growth in the United Kingdom, September 15th, 1997
4
Selected topics in applied econometrics
4
The global structure of financial markets : an overview
4
Competition and market structure : theory and evidence on the effects of restrictive practices legislation in the UK 1954 - 1977
3
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
3
Essays in honour of Fabio Canova
3
Exchange rate policy in Europe
3
Family, household and work : with 106 tables
3
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
3
Growth and cycle in the Euro-zone
3
Investigating the relationship between the financial and real economy
3
Schools and the equal opportunity problem
3
Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten
3
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
3
Stock returns : cyclicity, prediction and economic consequences
3
The economics of equal opportunities
3
Zero-coupon yield curves : technical documentation
3
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
2
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
2
Arbeitsmarktpolitik und Strukturwandel : empirische Analysen
2
Aspects of worker well-being
2
Beschäftigungseffekte betrieblicher Arbeitszeitgestaltung
2
Boards and directors
2
Computational methods in decision-making, economics and finance
2
Current topics in quantitative finance : with 23 tables
2
Dynamic factor models
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Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
2
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
3
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
4
Fractional cointegration
Chen, Willa W.
;
Hurvich, Clifford M.
- In:
Handbook of financial time series
,
(pp. 709-726)
.
2009
Persistent link: https://www.econbiz.de/10003834216
Saved in:
5
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
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