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~institution:"European University Institute / Department of Law"
~institution:"Nuffield College"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
Deutschland
8
Germany
8
Cointegration
7
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6
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6
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5
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4
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4
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Shephard, Neil G.
4
Barndorff-Nielsen, Ole E.
3
Lütkepohl, Helmut
2
Maciejowska, Katarzyna
2
Bekiros, Stelios
1
Boswijk, Herman Peter
1
Chib, Siddhartha
1
Doornik, Jurgen A.
1
Graversen, Svend Erik
1
Gruss, Bertrand
1
Hendry, David F.
1
Herwartz, Helmut
1
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1
Markun, Michal
1
Nakajima, Jouchi
1
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1
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European University Institute / Department of Law
Nuffield College
National Bureau of Economic Research
514
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
Institut für Schweizerisches Bankwesen <Zürich>
49
European University Institute / Department of Economics
38
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
International Monetary Fund
18
World Bank
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National Centre of Competence in Research North South <Bern>
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Svenska Handelshögskolan <Helsinki>
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Federal Reserve Bank of St. Louis
14
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13
University of Canterbury / Dept. of Economics and Finance
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Internationaler Währungsfonds / Research Department
12
Nationalekonomiska Institutionen <Lund>
11
William Davidson Institute <Ann Arbor, Mich.>
11
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10
Swiss National Centre of Competence in Research North South <Bern>
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
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9
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9
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8
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8
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8
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8
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7
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7
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7
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6
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6
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6
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ECONIS (ZBW)
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Structural vector autoregressions with Markov switching
Lanne, Markku
;
Lütkepohl, Helmut
;
Maciejowska, Katarzyna
-
2009
Persistent link: https://www.econbiz.de/10003825416
Saved in:
2
Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna
-
2010
Persistent link: https://www.econbiz.de/10003985568
Saved in:
3
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
4
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios
-
2011
Persistent link: https://www.econbiz.de/10009238619
Saved in:
5
Adapting the Litterman prior for cointegrated VARs
Markun, Michal
-
2011
Persistent link: https://www.econbiz.de/10009238622
Saved in:
6
Robustifying forecasts from equilibrium-correction models
Hendry, David F.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002124450
Saved in:
7
Identifying, estimating and testing restricted cointegrated systems : an overview
Boswijk, Herman Peter
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752394
Saved in:
8
The
volatility
costs of procyclical lending standards : an assessment using a DSGE model
Gruss, Bertrand
;
Sgherri, Silvia
-
2009
Persistent link: https://www.econbiz.de/10003826881
Saved in:
9
Stochastic
volatility
with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
10
Power variation & stochastic
volatility
: a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
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