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~person:"Cipollini, Andrea"
~person:"Herwartz, Helmut"
~subject:"Aktienindex"
~subject:"Geldpolitik"
~subject:"Multivariate Analyse"
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Aktienindex
Geldpolitik
Multivariate Analyse
Volatilität
58
Volatility
56
Schätzung
35
Estimation
33
Theorie
32
Theory
31
ARCH-Modell
26
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24
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17
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4
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4
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English
26
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Cipollini, Andrea
Herwartz, Helmut
McAleer, Michael
35
Bekaert, Geert
24
Hoerova, Marie
23
Castelnuovo, Efrem
22
Gupta, Rangan
22
Caggiano, Giovanni
18
Koopman, Siem Jan
18
Merkl, Christian
16
Mumtaz, Haroon
16
Allen, David E.
15
Chang, Chia-Lin
13
Lo Duca, Marco
13
Aizenman, Joshua
12
Christiano, Lawrence J.
12
Gorodnichenko, Yuriy
12
Lechthaler, Wolfgang
12
Nodari, Gabriela
12
Prati, Alessandro
12
Bollerslev, Tim
11
Caporale, Guglielmo Maria
11
Caporin, Massimiliano
11
Clements, Adam
11
Coibion, Olivier
11
Shaikh, Imlak
11
Siklos, Pierre L.
11
Bloom, Nicholas
10
Eickmeier, Sandra
10
Silvennoinen, Annastiina
10
Snower, Dennis J.
10
Teräsvirta, Timo
10
Wu, Jianbin
10
Davis, Steven J.
9
Engle, Robert F.
9
Huber, Florian
9
Härdle, Wolfgang
9
Papadamou, Stephanos
9
Todorov, Viktor
9
Zaghini, Andrea
9
Asai, Manabu
8
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Econometrisch Instituut <Rotterdam>
1
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1
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Applied quantitative finance
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
25
EconStor
1
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21
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
Saved in:
22
Time inhomogenous multiple
volatility
modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
23
Multivariate
volatility
models
Fengler, Matthias R.
;
Herwartz, Helmut
- In:
Applied quantitative finance : theory and computational …
,
(pp. 221-236)
.
2002
Persistent link: https://www.econbiz.de/10001749997
Saved in:
24
The euro and monetary policy transparency
Caporale, Guglielmo Maria
;
Cipollini, Andrea
- In:
Eastern economic journal
28
(
2002
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10001671019
Saved in:
25
Multivariate
volatility
models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
26
Time inhomogeneous multiple
volatility
modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
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