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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~person:"Clark, Todd E."
~person:"Diebold, Francis X."
~person:"Greenwood, Jeremy"
~person:"Härdle, Wolfgang"
~person:"Jaumandreu Balanzo, Jordi"
~person:"Minford, Patrick"
~person:"Pierdzioch, Christian"
~person:"Rose, Andrew"
~person:"Rubio-Ramírez, Juan Francisco"
~source:"econis"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Offene Volkswirtschaft"
~subject:"Schock"
~subject:"USA"
~subject:"Volatilität"
~subject:"Wechselkurs"
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Estimation theory
Estimation
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Clark, Todd E.
Diebold, Francis X.
Greenwood, Jeremy
Härdle, Wolfgang
Jaumandreu Balanzo, Jordi
Minford, Patrick
Pierdzioch, Christian
Rose, Andrew
Rubio-Ramírez, Juan Francisco
Yaron, Amir
7
Brandt, Michael W.
6
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6
Pástor, Ľuboš
5
Taylor, Lucian A.
4
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4
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2
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2
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2
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2
Kadlec, Gregory B.
2
Andersen, Torben
1
Anderson, Torben G.
1
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1
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1
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1
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1
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1
Dou, Winston Wei
1
Dumas, Bernard
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1
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Li, Canlin
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Linnainmaa, Juhani
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Liu, Binying
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Liu, Jianan
1
Livdan, Dmitry
1
Roberts, Michael R.
1
Santa-Clara, Pedro
1
Schaal, Edouard
1
Schorfheide, Frank
1
Seo, Sang Byung
1
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Working papers / Rodney L. White Center for Financial Research
SFB 649 discussion paper
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34
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27
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19
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17
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17
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5
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4
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ECONIS (ZBW)
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1
Stock returns and expected business conditions : half a century of direct evidence
Campbell, Sean D.
(
contributor
); …
-
2005
-
Rev.
Persistent link: https://www.econbiz.de/10003726399
Saved in:
2
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003229524
Saved in:
3
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
4
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
5
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
6
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
7
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
8
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
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