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~institution:"Econometrisch Instituut <Rotterdam>"
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Hafner, Christian M.
5
Dijk, Dick van
4
Franses, Philip Hans
4
Groenen, Patrick J. F.
3
Paap, Richard
2
Pietersz, Raoul
2
Velden, Michel van de
2
Brito, Marisa P. de
1
Herwartz, Helmut
1
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1
Laan, Erwin A. van der
1
Listes, Ovidiu
1
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1
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1
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1
Pooter, Michiel de
1
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1
Sensier, Marianne
1
Siliverstovs, Boriss
1
Teunter, Ruud H.
1
Toktay, L. Beril
1
Zhang, Shuzhong
1
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Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
931
International Monetary Fund (IMF)
448
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
254
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
108
Institut für Schweizerisches Bankwesen <Zürich>
71
C.E.P.R. Discussion Papers
63
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42
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38
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38
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35
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31
Springer Fachmedien Wiesbaden
29
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27
OECD
27
Tilburg University, Center for Economic Research
26
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25
University of Bonn, Germany
25
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22
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22
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22
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21
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18
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18
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18
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18
CESifo
17
European Association of Agricultural Economists - EAAE
17
Reserve Bank of Australia
17
Tinbergen Instituut
17
Cowles Foundation for Research in Economics, Yale University
16
Erasmus Research Institute of Management
16
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ECONIS (ZBW)
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1
Simple approximations for option pricing under mean reversion and stochastic
volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
2
Analytical quasi maximum likelihood inference in multivariate
volatility
models
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784026
Saved in:
3
Temporal aggregation of multivariate GARCH processes
Hafner, Christian M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186310
Saved in:
4
Inverse correspondence analysis
Groenen, Patrick J. F.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702552
Saved in:
5
Multidimensional scaling
Groenen, Patrick J. F.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055664
Saved in:
6
Semiparametric multivariate
volatility
models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
Saved in:
7
Common large innovations across nonlinear time series
Paap, Richard
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
Saved in:
8
Rank reduction of
correlation
matrics by majorization
Pietersz, Raoul
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989947
Saved in:
9
A generalized dynamic conditional
correlation
model for many asset returns
Hafner, Christian M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910
Saved in:
10
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Saved in:
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