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~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Economic growth"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Schwellenländer"
~subject:"Statistical distribution"
~subject:"Theory"
~subject:"Welt"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Economic growth
Measurement
Messung
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Schwellenländer
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Welt
Volatility
7
Volatilität
7
Theorie
5
Exchange rate
4
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4
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3
Estimation theory
3
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Maximum likelihood estimation
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Cho, Dongchul
2
Diebold, Francis X.
2
West, Kenneth D.
2
Andersen, Torben
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Edison, Hali J.
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Technical working paper / National Bureau of Economic Research
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298
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175
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147
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128
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26
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18
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1
Parametric and nonparametric
volatility
measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2002
Persistent link: https://www.econbiz.de/10001689115
Saved in:
2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
3
Modeling
volatility
dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
4
The predictive ability of several models of exchange rate
volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
Persistent link: https://www.econbiz.de/10000884768
Saved in:
5
A utility based comparison of some models of exchange rate
volatility
West, Kenneth D.
;
Edison, Hali J.
;
Cho, Dongchul
-
1992
Persistent link: https://www.econbiz.de/10000849714
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