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~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Diebold, Francis X."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
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Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Schätzung
USA
Volatility
108
Volatilität
107
Theorie
49
Theory
49
Capital income
33
Kapitaleinkommen
33
Estimation
24
Forecasting model
22
Prognoseverfahren
22
Welt
20
World
20
United States
17
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17
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16
ARCH-Modell
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Spillover-Effekt
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Stochastischer Prozess
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Option pricing theory
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10
Time series analysis
10
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10
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Australien
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Risikomaß
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9
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8
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30
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1
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49
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Arbeitspapier
Working Paper
53
Graue Literatur
45
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45
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22
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English
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Allen, David E.
Chiarella, Carl
Diebold, Francis X.
Schnabl, Gunther
McAleer, Michael
78
Caporale, Guglielmo Maria
40
Chang, Chia-Lin
32
Gupta, Rangan
29
Pierdzioch, Christian
26
Belke, Ansgar
21
Haltiwanger, John C.
21
Hautsch, Nikolaus
21
Bollerslev, Tim
20
Härdle, Wolfgang
20
Bachmann, Ronald
19
Rodriguez, Gabriel
19
Spagnolo, Nicola
19
Asai, Manabu
18
Kočenda, Evžen
18
Andersen, Torben
17
Davis, Steven J.
17
Guerrón-Quintana, Pablo A.
16
Huber, Florian
16
Koopman, Siem Jan
16
Mumtaz, Haroon
15
Ours, Jan C. van
15
Rubio-Ramírez, Juan Francisco
15
Fernández-Villaverde, Jesús
14
Gil-Alaña, Luis A.
14
Hafner, Christian M.
14
Herwartz, Helmut
14
Merkl, Christian
14
Stüber, Heiko
14
Bos, Charles S.
13
Buch, Claudia M.
13
Clark, Todd E.
13
Döpke, Jörg
13
Fujita, Shigeru
13
Kramarz, Francis
13
McEntarfer, Erika
13
Winter-Ebmer, Rudolf
13
Bachmann, Ruediger
12
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Rodney L. White Center for Financial Research
3
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Discussion paper / Tinbergen Institute
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Working paper / National Bureau of Economic Research, Inc.
5
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
5
School of Accounting, Finance and Economics & FEMARC working paper series
4
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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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1
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1
IMES discussion paper series / Englische Ausgabe
1
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ECONIS (ZBW)
49
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41
Synchronized business cycles in East Asia and fluctuations in the Yen/Dollar exchange rate
McKinnon, Ronald I.
-
2002
Persistent link: https://www.econbiz.de/10013268802
Saved in:
42
High- and low-frequency exchange rate
volatility
dynamics : range-based estimation of stochastic
volatility
models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
43
Learning in a generalized Dornbusch model of exchange rate dynamics
Chiarella, Carl
;
Khomin, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001476004
Saved in:
44
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
Persistent link: https://www.econbiz.de/10001376973
Saved in:
45
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:
46
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:
47
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:
48
Modeling
volatility
dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
49
Job stability in the United States
Diebold, Francis X.
-
1994
Persistent link: https://www.econbiz.de/10000918558
Saved in:
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