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~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chang, Chia-Lin"
~person:"Chiarella, Carl"
~person:"Fernández-Villaverde, Jesús"
~person:"Hafner, Christian M."
~person:"Kočenda, Evžen"
~subject:"Arbeitsmarkt"
~subject:"Estimation"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Book section"
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Arbeitsmarkt
Estimation
Exchange rate
Liquiditätseffekt
Schätzung
USA
Volatility
211
Volatilität
209
ARCH model
69
ARCH-Modell
69
Theorie
56
Theory
56
Spillover effect
46
Spillover-Effekt
46
United States
42
Börsenkurs
41
Share price
41
Stochastic process
39
Stochastischer Prozess
39
Capital income
28
Kapitaleinkommen
28
Capital market returns
27
Kapitalmarktrendite
27
Wechselkurs
27
Time series analysis
26
Zeitreihenanalyse
26
Welt
25
World
25
Oil price
24
Ölpreis
24
Business cycle
20
Konjunktur
20
Commodity derivative
19
Rohstoffderivat
19
Option pricing theory
17
Optionspreistheorie
17
Spot market
16
Spotmarkt
16
Hedging
14
EU countries
13
EU-Staaten
13
Portfolio selection
13
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106
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Allen, David E.
Chang, Chia-Lin
Chiarella, Carl
Fernández-Villaverde, Jesús
Hafner, Christian M.
Kočenda, Evžen
McAleer, Michael
79
Caporale, Guglielmo Maria
40
Gupta, Rangan
30
Belke, Ansgar
27
Pierdzioch, Christian
27
Haltiwanger, John C.
25
Hautsch, Nikolaus
24
Härdle, Wolfgang
24
Bollerslev, Tim
20
Spagnolo, Nicola
20
Asai, Manabu
19
Bachmann, Ronald
19
Davis, Steven J.
19
Rodriguez, Gabriel
19
Andersen, Torben
17
Diebold, Francis X.
17
Herwartz, Helmut
17
Koopman, Siem Jan
17
Guerrón-Quintana, Pablo A.
16
Huber, Florian
16
Gil-Alaña, Luis A.
15
Mumtaz, Haroon
15
Ours, Jan C. van
15
Rose, Andrew
15
Rubio-Ramírez, Juan Francisco
15
Kramarz, Francis
14
Merkl, Christian
14
Stüber, Heiko
14
Bender, Stefan
13
Bos, Charles S.
13
Buch, Claudia M.
13
Clark, Todd E.
13
Döpke, Jörg
13
Fujita, Shigeru
13
McEntarfer, Erika
13
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
University of Canterbury / Dept. of Economics and Finance
1
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1
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Econometric Institute research papers
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7
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6
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5
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5
School of Accounting, Finance and Economics & FEMARC working paper series
4
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3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
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3
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3
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2
Discussion papers of interdisciplinary research project 373
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William Davidson Institute working papers series
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CORE discussion papers : DP
1
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1
Economic theory and international trade : essays in honour of Murray C. Kemp
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
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81
Fiscal
volatility
shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2011
Persistent link: https://www.econbiz.de/10009310124
Saved in:
82
Fiscal
volatility
shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2011
Persistent link: https://www.econbiz.de/10009387837
Saved in:
83
Fiscal
volatility
shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2011
Persistent link: https://www.econbiz.de/10009298496
Saved in:
84
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
85
Fortune or virtue : time-variant volatilities versus parameter drifting in US data
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2010
Persistent link: https://www.econbiz.de/10003976644
Saved in:
86
Fortune or virtue : time-variant volatilities versus parameter drifting in U. S. data
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2010
Persistent link: https://www.econbiz.de/10003966448
Saved in:
87
Fortune or virtue : time-variant volatilities versus parameter drifting in US data
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2010
Persistent link: https://www.econbiz.de/10008661236
Saved in:
88
Volatility
impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001640371
Saved in:
89
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
prices caused by stochastic
volatility
. -- option pricing ; autoregression ; heteroskedasticity ; GARCH ; leverage effect …
Persistent link: https://www.econbiz.de/10009580460
Saved in:
90
Flexible stochastic
volatility
structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Stochastic
Volatility
(SV) models are widely used in financial applications. To decide whether standard parametric …
Persistent link: https://www.econbiz.de/10009578026
Saved in:
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