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~institution:"Econometrisch Instituut <Rotterdam>"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Döpke, Jörg"
~person:"Fernández-Villaverde, Jesús"
~person:"Gil-Alaña, Luis A."
~person:"Hafner, Christian M."
~person:"Marcellino, Massimiliano"
~person:"McEntarfer, Erika"
~person:"Schnabl, Gunther"
~source:"econis"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Working Paper"
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Allen, David E.
Chiarella, Carl
Döpke, Jörg
Fernández-Villaverde, Jesús
Gil-Alaña, Luis A.
Hafner, Christian M.
Marcellino, Massimiliano
McEntarfer, Erika
Schnabl, Gunther
Herwartz, Helmut
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Econometrisch Instituut <Rotterdam>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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Analytical quasi maximum likelihood inference in multivariate
volatility
models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
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