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~person:"Andersen, Torben"
~person:"Liao, Yin"
~person:"Marcellino, Massimiliano"
~subject:"Business cycle"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Wechselkurs"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Business cycle
Measurement
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Wechselkurs
Volatility
81
Volatilität
81
Theorie
37
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37
Forecasting model
28
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23
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22
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22
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stochastic volatility
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Andersen, Torben
Liao, Yin
Marcellino, Massimiliano
McAleer, Michael
70
Gupta, Rangan
42
Pierdzioch, Christian
34
Lux, Thomas
31
Koopman, Siem Jan
30
Diebold, Francis X.
28
Caporale, Guglielmo Maria
27
Bollerslev, Tim
25
Clark, Todd E.
24
Asai, Manabu
21
Bos, Charles S.
21
Carriero, Andrea
20
Dijk, Dick van
20
Belke, Ansgar
18
Castelnuovo, Efrem
18
Martin, Gael M.
18
Fernández-Villaverde, Jesús
17
Rodriguez, Gabriel
17
Caggiano, Giovanni
16
Chan, Joshua
16
Christoffersen, Peter F.
16
Clements, Adam
16
Härdle, Wolfgang
16
Mumtaz, Haroon
16
Buch, Claudia M.
15
Carrillo-Tudela, Carlos
15
Chang, Chia-Lin
15
Döpke, Jörg
15
Herwartz, Helmut
15
Kočenda, Evžen
15
Hafner, Christian M.
14
Huber, Florian
14
Caporin, Massimiliano
13
Medeiros, Marcelo C.
13
Rose, Andrew
13
Jaimovich, Nir
12
Lucas, André
12
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12
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ECONIS (ZBW)
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21
Modeling and forecasting realized
volatility
: getting the most out of the jump component
Clements, Adam
;
Liao, Yin
-
2013
Persistent link: https://www.econbiz.de/10009789511
Saved in:
22
Structural credit risk model with stochastic
volatility
: a particle-filter approach
Bu, Di
;
Liao, Yin
;
Pagan, Adrian R.
-
2013
Persistent link: https://www.econbiz.de/10010245573
Saved in:
23
On the importance of sectoral and regional shocks for price setting
Beck, Günter W.
;
Hubrich, Kirstin
;
Marcellino, Massimiliano
-
2012
sectoral regional inflation rates and exhibits much less
volatility
than previous findings for the US indicate. We further …
Persistent link: https://www.econbiz.de/10010394236
Saved in:
24
Does modeling jumps help? : a comparision of realized
volatility
models for risk prediction
Liao, Yin
-
2012
Persistent link: https://www.econbiz.de/10009562424
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/10009524097
Saved in:
26
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:
27
On the importance of sectoral and regional shocks for price-setting
Beck, Günter W.
;
Hubrich, Kirstin
;
Marcellino, Massimiliano
-
2011
sectoral regional inflation rates and exhibits much less
volatility
than previous findings for the US indicate. We further …
Persistent link: https://www.econbiz.de/10009006626
Saved in:
28
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
29
Do jumps matter? : forecasting multivariate realized
volatility
allowing for common jumps
Liao, Yin
;
Anderson, Heather M.
;
Vahid, Farshid
-
2010
Persistent link: https://www.econbiz.de/10008657960
Saved in:
30
Do jumps matter? : forecasting multivariate realized
volatility
allowing for common jumps
Liao, Yin
;
Anderson, Heather M.
;
Vahid, Farshid
-
2010
Persistent link: https://www.econbiz.de/10008661656
Saved in:
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