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type_genre:"Arbeitspapier"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~subject:"Stochastischer Prozess"
~type_genre:"Government document"
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Search: subject_exact:"Volatilität"
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Stochastischer Prozess
Volatility
21
Volatilität
21
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10
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10
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9
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6
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6
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forecasting
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1954-2008
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Clark, Todd E.
7
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5
Marcellino, Massimiliano
5
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2
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1
Chan, Joshua
1
Craig, Ben R.
1
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Koop, Gary
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Discussion paper / Tinbergen Institute
56
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29
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Working paper / Department of Econometrics and Business Statistics, Monash University
17
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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4
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ECONIS (ZBW)
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1
Addressing COVID-19 Outliers in BVARs with stochastic volatility
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2021
Persistent link: https://www.econbiz.de/10012489794
Saved in:
2
Measuring uncertainty and its effects in the COVID-19 era
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388432
Saved in:
3
Sequential Bayesian inference for vector autoregressions with stochastic volatility
Bognanni, Mark
;
Zito, John
-
2019
Persistent link: https://www.econbiz.de/10012137020
Saved in:
4
Endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2018
Persistent link: https://www.econbiz.de/10011878268
Saved in:
5
Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011549652
Saved in:
6
Measuring uncertainty and its impact on the economy
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011549654
Saved in:
7
A new model of inflation, trend inflation, and long-run inflation expectations
Chan, Joshua
;
Clark, Todd E.
;
Koop, Gary
-
2015
Persistent link: https://www.econbiz.de/10011386660
Saved in:
8
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009628606
Saved in:
9
The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
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