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~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Hafner, Christian M."
~person:"Schnabl, Gunther"
~person:"Spagnolo, Nicola"
~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
134
Volatilität
133
Estimation
38
ARCH model
32
ARCH-Modell
32
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32
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32
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28
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28
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Option pricing theory
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Optionspreistheorie
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Time series analysis
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15
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13
Großbritannien
12
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11
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Allen, David E.
Chiarella, Carl
Hafner, Christian M.
Schnabl, Gunther
Spagnolo, Nicola
McAleer, Michael
78
Caporale, Guglielmo Maria
40
Chang, Chia-Lin
32
Gupta, Rangan
30
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
Asai, Manabu
18
Kočenda, Evžen
18
Andersen, Torben
17
Davis, Steven J.
17
Diebold, Francis X.
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
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
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12
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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9
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8
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6
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5
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4
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3
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2
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2
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2
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ECONIS (ZBW)
65
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61
Volatility
impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10001363211
Saved in:
62
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
Persistent link: https://www.econbiz.de/10001376973
Saved in:
63
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:
64
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:
65
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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