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~institution:"European University Institute / Department of Economics"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Prognoseverfahren
Volatilität
Theorie
247
Theory
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Zeitreihenanalyse
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Geldpolitik
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Lanne, Markku
3
Lütkepohl, Helmut
2
Banerjee, Anindya
1
Barsky, Robert B.
1
Canova, Fabio
1
Corsetti, Giancarlo
1
DeLong, James Bradford
1
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1
Gallo, Giampiero M.
1
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1
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1
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European University Institute / Department of Economics
National Bureau of Economic Research
298
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Ekonomiska forskningsinstitutet <Stockholm>
14
Birkbeck College / Department of Economics
9
Centre for Analytical Finance <Århus>
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European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
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Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Zakład Teorii Prognoz <Krakau>
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ECONIS (ZBW)
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1
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
2
Predicting excess returns in financial markets
Canova, Fabio
;
Marrinan, Jane Ellen
-
1993
Persistent link: https://www.econbiz.de/10000865568
Saved in:
3
Exchange rate fluctuations, market structure and the pass-through relationship
Herguera, Iñigo
-
1993
Persistent link: https://www.econbiz.de/10000865571
Saved in:
4
Use and misuse of unobserved components in economic forecasting
Maravall Herrero, Agustín
-
1993
Persistent link: https://www.econbiz.de/10000865572
Saved in:
5
Time-varying sign-switching risk perception on foreign exchange markets
Gallo, Giampiero M.
;
Pacini, Barbara
-
1995
Persistent link: https://www.econbiz.de/10000929236
Saved in:
6
Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
Saved in:
7
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
8
DSGE models of high exchange-rate volatility and low pass-trough
Corsetti, Giancarlo
(
contributor
);
Dedola, Luca
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291427
Saved in:
9
The effect of a transaction tax on exchange rate volatility
Lanne, Markku
(
contributor
);
Vesala, Timo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291437
Saved in:
10
Incomplete cost pass-through under deep habits
Ravn, Morten O.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651821
Saved in:
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