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subject:"Volatility"
~institution:"Birkbeck College / Department of Economics"
~subject:"ARCH-Modell"
~subject:"Monte Carlo simulation"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH-Modell
Monte Carlo simulation
Schätzung
Estimation theory
10
Schätztheorie
10
Theorie
8
Theory
8
Großbritannien
4
Time series analysis
4
United Kingdom
4
Volatilität
4
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4
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3
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English
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Orszag, Jonathan Michael
2
Sola, Martin
2
Bianchi, Marco
1
Dacco, Roberto
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Karanasos, Menelaos
1
Psaradakis, Zacharias G.
1
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Birkbeck College / Department of Economics
National Bureau of Economic Research
73
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
International Energy Agency
10
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10
Ekonomiska forskningsinstitutet <Stockholm>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Economics
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Umeå universitet
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Panepistēmio Kypru / Department of Economics
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Shakai-Keizai-Kenkyūsho <Osaka>
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Trinity College Dublin / Department of Economics
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Umeå Universitet / Institutionen för Nationalekonomi
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of California, San Diego / Department of Economics
2
University of Chicago / Graduate School of Business
2
University of Chicago / Graduate School of Business / Department of Economics
2
University of Exeter / Department of Economics
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University of New England / Department of Econometrics
2
University of Western Australia / Department of Economics
2
University of Wisconsin-Madison
2
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2
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"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
2
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
3
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
4
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
5
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
6
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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