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subject:"Wirtschaftswachstum"
~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~language:"eng"
~language:"fra"
~subject:"Portfolio-Management"
~subject:"Schätzung"
~subject:"Volatility"
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Wirtschaftswachstum
Portfolio-Management
Schätzung
Volatility
Theorie
335
Theory
335
Estimation
40
Electric power industry
38
Elektrizitätswirtschaft
38
Time series analysis
31
Zeitreihenanalyse
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Geldpolitik
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Monetary policy
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Prognoseverfahren
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Pesaran, M. Hashem
10
Linton, Oliver
7
Corsetti, Giancarlo
4
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3
Chudik, Alexander
3
Ding, Yashuang
3
Harvey, Andrew C.
3
Levell, Peter
3
Low, Hamish
3
Sánchez Marcos, Virginia
3
Aidt, Toke
2
Bailey, Natalia
2
Holly, Sean
2
Jamasb, Tooraj
2
Kapetanios, George
2
Li, Shaoran
2
Marin, Emile A.
2
Pick, Andreas
2
Satchell, Stephen
2
Timmermann, Allan
2
Adams, Rowan
1
Albornoz, Facundo
1
Amano-Patiño, Noriko
1
Andrès, Philippe
1
Arrondel, Luc
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Auld, Tom
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Ball, Steffan
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359
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220
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ECONIS (ZBW)
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A nonparametric panel model for climate data with seasonal and spatial variation
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2022
Persistent link: https://www.econbiz.de/10013484997
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2
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
3
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
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4
Exchange rate risk and business cycles
Lloyd, Simon
;
Marin, Emile A.
-
2021
Persistent link: https://www.econbiz.de/10012793070
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5
The exchange rate insulation puzzle
Corsetti, Giancarlo
;
Küster, Keith
;
Müller, Gernot J.
; …
-
2021
Persistent link: https://www.econbiz.de/10013254087
Saved in:
6
Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter
-
2021
Persistent link: https://www.econbiz.de/10013254143
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7
Sharing asymmetric tail risk smoothing, asset pricing and terms of trade
Corsetti, Giancarlo
;
Lipińska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10013259540
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8
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
9
A dynamic semiparametric characteristics-based model for optimal portfolio selection
Connor, Gregory
;
Li, Shaoran
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10013254142
Saved in:
10
Diffusion limits of real-time GARCH
Ding, Yashuang
-
2020
Persistent link: https://www.econbiz.de/10013206472
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