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~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Bauwens, Luc"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
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Monte-Carlo-Simulation
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Volatilität
121
Volatility
116
Theory
39
ARCH-Modell
38
Kapitaleinkommen
34
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34
Capital income
32
Estimation
32
Prognoseverfahren
31
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28
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28
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27
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25
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Welt
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forecasting
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Aktienindex
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Book / Working Paper
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86
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Allen, David E.
Andersen, Torben
Bauwens, Luc
Medeiros, Marcelo C.
McAleer, Michael
141
Caporale, Guglielmo Maria
62
Chang, Chia-Lin
56
Gupta, Rangan
52
Koopman, Siem Jan
46
Bollerslev, Tim
44
Diebold, Francis X.
43
Lux, Thomas
42
Hautsch, Nikolaus
34
Pierdzioch, Christian
33
Asai, Manabu
31
Spagnolo, Nicola
30
Härdle, Wolfgang
27
Bos, Charles S.
24
Hafner, Christian M.
24
Lucas, André
24
Chiarella, Carl
22
Christensen, Bent Jesper
21
Davis, Steven J.
21
Dijk, Dick van
21
Fernández-Villaverde, Jesús
20
Herwartz, Helmut
20
Merkl, Christian
20
Bloom, Nicholas
18
Caporin, Massimiliano
18
Clark, Todd E.
18
Mumtaz, Haroon
18
Aizenman, Joshua
17
Christiansen, Charlotte
17
Clements, Adam
17
Conrad, Christian
17
Teräsvirta, Timo
17
Bekaert, Geert
16
Engle, Robert F.
16
Gil-Alaña, Luis A.
16
Mittnik, Stefan
16
Nielsen, Morten Ørregaard
16
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2
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2
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1
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1
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Working paper / National Bureau of Economic Research, Inc.
14
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10
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7
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6
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6
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5
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5
Working papers / Financial Institutions Center
5
CFS working paper series
3
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3
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3
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1
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1
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1
Department of Economics discussion paper series / University of Oxford
1
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1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
SFB 649 discussion paper
1
Technical working paper / National Bureau of Economic Research
1
Texto para discussão
1
Working paper
1
Working paper / Department of Economics, Universidad Carlos III de Madrid
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
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ECONIS (ZBW)
87
EconStor
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21
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2013
Persistent link: https://www.econbiz.de/10009735127
Saved in:
22
Modeling the dependence of conditional correlations on
volatility
Bauwens, Luc
;
Otranto, Edoardo
-
2013
Persistent link: https://www.econbiz.de/10010203488
Saved in:
23
Computationally efficient inference procedures for vast dimensional realized covariance models
Bauwens, Luc
;
Storti, Giuseppe
-
2012
Persistent link: https://www.econbiz.de/10009573788
Saved in:
24
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
25
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
26
Multivariate
volatility
modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
-
2011
Persistent link: https://www.econbiz.de/10009161059
Saved in:
27
Comparing Australian and US corporate default risk using quantile regression
Allen, David E.
;
Kramadibrata, Akhmad R.
;
Powell, Robert
; …
-
2011
Persistent link: https://www.econbiz.de/10009410478
Saved in:
28
Coherent model-free implied
volatility
: a corridor fix for high-frequency VIX
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
-
2011
Persistent link: https://www.econbiz.de/10009385071
Saved in:
29
Volatility
models
Bauwens, Luc
;
Hafter, Christian
;
Laurent, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009390311
Saved in:
30
Multivariate
volatility
modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
-
2011
We model the dynamic
volatility
and correlation structure of electricity futures of the European Energy Exchange index …
Persistent link: https://www.econbiz.de/10009349215
Saved in:
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