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~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"State University of New York at Albany / Department of Economics"
~subject:"Volatilität"
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Search: subject_exact:"Schätzer"
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Volatilität
Estimation theory
33
Schätztheorie
33
Time series analysis
16
Zeitreihenanalyse
16
Theorie
13
Theory
13
Großbritannien
7
United Kingdom
7
Einheitswurzeltest
4
Unit root test
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Volatility
4
Aggregation
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Börsenkurs
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Estimation
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Schätzung
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Share price
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Cointegration
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Exchange rate
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English
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Bianchi, Marco
1
Dacco, Roberto
1
Karanasos, Menelaos
1
Orszag, Jonathan Michael
1
Psaradakis, Zacharias G.
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Sola, Martin
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Steeley, James M.
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Birkbeck College / Department of Economics
Centre for Quantitative Economics & Computing
State University of New York at Albany / Department of Economics
National Bureau of Economic Research
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Rodney L. White Center for Financial Research
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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School of Economics <Bundoora, Victoria> / Department of Economics
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Springer Fachmedien Wiesbaden
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University of California, San Diego / Department of Economics
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University of Chicago / Graduate School of Business
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University of Chicago / Graduate School of Business / Department of Economics
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University of Exeter / Department of Economics
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Discussion paper in financial economics : FE
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Discussion papers in economics
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ECONIS (ZBW)
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1
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
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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
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4
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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