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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"Schnabl, Gunther"
~source:"econis"
~subject:"Arbeitsmarkt"
~subject:"Australien"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Arbeitsmarkt
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Volatility
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Allen, David E.
Chiarella, Carl
Hafner, Christian M.
McEntarfer, Erika
Schnabl, Gunther
Herwartz, Helmut
5
Härdle, Wolfgang
5
Mertens, Antje
5
Fengler, Matthias R.
2
Spokojnyj, Vladimir G.
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Teyssière, Gilles
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Bergemann, Annette
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Burda, Michael C.
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Christensen, Bent Jesper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
9
School of Accounting, Finance and Economics & FEMARC working paper series
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
5
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
CESifo working papers
2
CORE discussion paper : DP
2
Discussion papers of interdisciplinary research project 373
2
Econometric Institute research papers
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Federal Reserve Bank of Cleveland working paper series
2
Finance and economics discussion series
2
SFB 649 discussion paper
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Working paper series / European Central Bank
2
Working papers / U.S. Census Bureau, Center for Economic Studies
2
Arbeitspapiere der Wirtschaftswissenschaftlichen Fakultät
1
Boston College working papers in economics
1
CORE discussion papers : DP
1
Discussion paper series / IZA
1
IMES discussion paper series / Englische Ausgabe
1
NBER working paper series
1
Tübinger Diskussionsbeiträge
1
Working papers / Department of Economics, Virginia Polytechnic Institute and State University
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ECONIS (ZBW)
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Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413478
Saved in:
2
Structural analysis of portfolio risk using beta impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10000992252
Saved in:
3
Flexible stochastic
volatility
structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
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