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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper series"
~language:"eng"
~subject:"Volatilität"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Volatilität
Theorie
593
Theory
593
Welt
177
World
177
Großbritannien
175
United Kingdom
175
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174
Elektrizitätswirtschaft
174
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169
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169
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121
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121
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120
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120
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113
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113
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96
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96
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84
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84
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66
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65
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65
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64
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64
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63
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59
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57
Estimation theory
57
Income distribution
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Schätztheorie
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Sensier, Marianne
7
Mohaddes, Kamiar
6
Pesaran, M. Hashem
6
Osborn, Denise R.
5
Agénor, Pierre-Richard
4
Dijk, Dick van
4
Linton, Oliver
4
Corrado, Luisa
3
Ding, Yashuang
3
Harvey, Andrew C.
3
Pelloni, Alessandra
3
Raissi, Mehdi
3
Wu, Jianbin
3
Blackburn, Keith
2
Dhaene, Geert
2
Jamasb, Tooraj
2
Miller, Marcus
2
Rebucci, Alessandro
2
Zhang, Lei
2
Alper, Koray
1
Amarasekara, Chandranath
1
Andreou, Elena
1
Annicchiarico, Barbara
1
Artis, Michael J.
1
Aslanidis, Nektarios
1
Bachmair, Kilian
1
Bataa, Erdenebat
1
Becker, Ralf
1
Bratsiotis, G. J.
1
Bratsiotis, George
1
Bu, Ruijun
1
Carr, Peter
1
Cavalcanti, Tiago
1
Cesa-Bianchi, Ambrogio
1
Chakravarty, Tirthankar
1
Charles-Cadogan, G.
1
Chen, Jia
1
Chudik, Alexander
1
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1
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Centre for Growth and Business Cycle Research <Manchester>
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214
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168
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150
CREATES research paper
101
Research paper series / Swiss Finance Institute
85
CAMA working paper series
78
Econometric Institute research papers
77
Working papers
70
Finance and economics discussion series
65
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61
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57
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55
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Discussion papers of interdisciplinary research project 373
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26
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25
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ECONIS (ZBW)
63
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1
Effects of exchange rate volatility on behaviors of affliate firms in a foreign oligopoly under the revision of supply chains
Shinkai, Tetsuya
;
Ohkawa, Takao
;
Okamura, Makoto
; …
-
2023
Persistent link: https://www.econbiz.de/10014293100
Saved in:
2
The effects of the LIBOR scandal on volatility and liquidity in LIBOR futures markets
Bachmair, Kilian
-
2023
Persistent link: https://www.econbiz.de/10013530819
Saved in:
3
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
4
Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter
-
2021
Persistent link: https://www.econbiz.de/10013254143
Saved in:
5
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
6
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
7
Market instability, investor sentiment, and probability judgment error in index option prices
Charles-Cadogan, G.
-
2021
Persistent link: https://www.econbiz.de/10012817231
Saved in:
8
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
9
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
Saved in:
10
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Raissi, Mehdi
; …
-
2020
Persistent link: https://www.econbiz.de/10013206041
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