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~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:"Bayesian inference"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Working Paper"
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Arbeitsmarkt
Bayesian inference
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Liquiditätseffekt
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USA
Volatility
177
Volatilität
176
Estimation
72
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64
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45
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45
Time series analysis
41
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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
McAleer, Michael
98
Caporale, Guglielmo Maria
44
Bollerslev, Tim
41
Diebold, Francis X.
39
Andersen, Torben
36
Chang, Chia-Lin
36
Koopman, Siem Jan
36
Gupta, Rangan
32
Härdle, Wolfgang
31
Pierdzioch, Christian
28
Clark, Todd E.
26
Lux, Thomas
25
Merkl, Christian
25
Asai, Manabu
23
Hautsch, Nikolaus
23
Rodriguez, Gabriel
23
Belke, Ansgar
21
Carriero, Andrea
21
Haltiwanger, John C.
21
Lucas, André
21
Mumtaz, Haroon
20
Bachmann, Ronald
19
Spagnolo, Nicola
19
Bos, Charles S.
18
Davis, Steven J.
18
Dijk, Dick van
18
Herwartz, Helmut
18
Huber, Florian
18
Kočenda, Evžen
18
Martin, Gael M.
18
Carrillo-Tudela, Carlos
17
Aizenman, Joshua
16
Guerrón-Quintana, Pablo A.
16
Rubio-Ramírez, Juan Francisco
16
Buch, Claudia M.
15
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
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9
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9
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8
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7
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7
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6
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6
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6
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5
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4
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CORE discussion paper : DP
3
CORE discussion papers : DP
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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
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2
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2
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2
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2
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2
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2
Arbeitspapiere der Wirtschaftswissenschaftlichen Fakultät
1
Boston College working papers in economics
1
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1
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1
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1
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1
EUI working paper / ECO
1
IMES discussion paper series / Englische Ausgabe
1
NBER working paper series
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
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ECONIS (ZBW)
EconStor
9
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141
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
142
Discrete time option pricing with flexible
volatility
estimation
Härdle, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000971105
Saved in:
143
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
Persistent link: https://www.econbiz.de/10001376973
Saved in:
144
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
145
The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951350
Saved in:
146
Interest rate futures : estimation of
volatility
parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
Saved in:
147
Estimating the term structure of
volatility
in futures yield : a maximum likelihood approach
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951352
Saved in:
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