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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Europa"
~subject:"Time series analysis"
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Europa
Time series analysis
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Academic Publishing in Europe Conference <3, 2008, Berlin>
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Conference Monitoring of Regional Labour Markets in Europe <2006, Frankfurt, Main>
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Decomposing European bond and equity volatility
Christiansen, Charlotte
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
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2
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
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