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~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Daníelsson, Jón"
~person:"Liao, Yin"
~person:"McAleer, Michael"
~person:"Meddahi, Nour"
~person:"Todorov, Viktor"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Measurement
Prognoseverfahren
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Volatility
3
Volatilität
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1984-1996
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ARCH model
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Capital income
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Kapitaleinkommen
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Option trading
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Optionsgeschäft
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Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Daníelsson, Jón
Liao, Yin
McAleer, Michael
Meddahi, Nour
Todorov, Viktor
Sluis, Pieter J. van der
4
Watanabe, Toshiaki
3
Mercurio, Fabio
2
Moraleda Novo, Juan Manuel
2
Omori, Yasuhiro
2
Vries, Casper G. de
2
Yu, Jun
2
Corsi, Fulvio
1
Dijk, Frans van
1
Fulop, Andras
1
Fusari, Nicola
1
Groenendijk, Patrick A.
1
Ishida, Isao
1
Jiang, George J.
1
Li, Junye
1
Lucas, André
1
Nakajima, Jouchi
1
Phillips, Peter C. B.
1
Pirino, Davide
1
Renò, Roberto
1
Takahashi, Makoto
1
Yamaguchi, Shintaro
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Global COE Hi-Stat discussion paper series
Working paper
20
Econometric Institute research papers
19
Discussion paper / Tinbergen Institute
18
Working paper / National Bureau of Economic Research, Inc.
11
CREATES research paper
7
Federal Reserve Bank of Cleveland working paper series
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Discussion paper series
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CFS working paper series
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ERID working paper
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Financial Institutions Center
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IDEI working papers
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion paper / Centre for Economic Policy Research
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Econometric reviews
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IMF working paper
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IMF working papers
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NCER working paper series
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Tinbergen Institute Discussion Paper
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AFI
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
2
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
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