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subject:"Volatility"
type_genre:"Article in journal"
~institution:"European University Institute / Department of Economics"
~subject:"Monetary policy"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
~type_genre:"Working Paper"
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Volatility
Monetary policy
Nichtparametrisches Verfahren
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Estimation theory
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20
Theory
20
Time series analysis
9
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Statistical theory
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Fiorentini, Gabriele
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Gallo, Giampiero M.
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Maravall Herrero, Agustín
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Pacini, Barbara
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European University Institute / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
70
National Bureau of Economic Research
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Centre for Microdata Methods and Practice <London>
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Birkbeck College / Department of Economics
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Columbia University / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of Cleveland
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Mu'assasat an-Naqd al-ʿArabī as-Suʿūdī
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Nationalekonomiska Institutionen <Göteborg>
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Panepistēmio Kypru / Department of Economics
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Robert Schuman Centre for Advanced Studies
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Rutgers University / Department of Economics
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Universitetet i Oslo / Økonomisk institutt
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University of New England / Department of Econometrics
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University of Southampton / Department of Economics
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University of York / Department of Economics and Related Studies
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Zentrum für Europäische Wirtschaftsforschung
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1
Time-varying sign-switching risk perception on foreign exchange markets
Gallo, Giampiero M.
;
Pacini, Barbara
-
1995
Persistent link: https://www.econbiz.de/10000929236
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2
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
-
1994
Persistent link: https://www.econbiz.de/10013420258
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