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~institution:"Christian-Albrechts-Universität zu Kiel"
~subject:"Germany"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stochastischer Prozess"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"World"
~subject:"transition probability estimation"
~subject:"Ölpreis"
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Germany
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Lux, Thomas
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Sushko, Stepan S.
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Christian-Albrechts-Universität zu Kiel
National Bureau of Economic Research
171
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Centre for Analytical Finance <Århus>
10
Chambre de commerce et d'industrie de Paris
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International Monetary Fund
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Federal Reserve Bank of St. Louis
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Svenska Handelshögskolan <Helsinki>
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University of Canterbury / Dept. of Economics and Finance
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World Bank
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Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Ekonomiska forskningsinstitutet <Stockholm>
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Gottfried Wilhelm Leibniz Universität Hannover
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Internationaler Währungsfonds / Research Department
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of New York
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Rodney L. White Center for Financial Research
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Federal Reserve System / Division of Research and Statistics
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Institute of Finance and Accounting <London>
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Internationaler Währungsfonds / Western Hemisphere Department
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Center for Economic Research <Tilburg>
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Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
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2021
Persistent link: https://www.econbiz.de/10012940057
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Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
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2021
Persistent link: https://www.econbiz.de/10012887751
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