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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Belke, Ansgar"
~person:"Heckman, James J."
~person:"Herwartz, Helmut"
~subject:"Bildungsertrag"
~subject:"Schätzung"
~subject:"Volatility"
~subject:"Ökonometrisches Modell"
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Bildungsertrag
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Volatility
Ökonometrisches Modell
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Aktienindex
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Belke, Ansgar
Heckman, James J.
Herwartz, Helmut
Garcia, René
3
Koopman, Siem Jan
3
Voev, Valeri
3
Fengler, Matthias R.
2
Ghysels, Eric
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Härdle, Wolfgang
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper / National Bureau of Economic Research, Inc.
13
Discussion paper series / IZA
10
NBER Working Paper
9
NBER working paper series
7
ROME discussion paper series
7
CEMMAP working papers / Centre for Microdata Methods and Practice
6
CESifo working papers
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Economics working paper
5
IZA Discussion Paper
5
cemmap working paper
5
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
4
Economics Working Paper
4
Journal of econometrics
4
Journal of international money and finance
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Journal of banking & finance
3
Journal of political economy
3
Ruhr economic papers
3
SFB 649 Discussion Paper
3
SFB 649 discussion paper
3
Wirtschaftswissenschaftliche Beiträge
3
Applied quantitative finance
2
CORE discussion paper : DP
2
Cege discussion paper
2
Discussion paper / Ruhr-Universität Bochum, Fakultät für Wirtschaftswissenschaft
2
Discussion papers of interdisciplinary research project 373
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Oxford bulletin of economics and statistics
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The review of economics and statistics
2
ZEW discussion papers
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied quantitative finance : theory and computational tools
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Bundesbank Series 1 Discussion Paper
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CORE discussion papers : DP
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Discussion Paper Series 1
1
Discussion paper / Deutsche Bundesbank
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
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A dynamic copula approach to recovering the index implied volatility skew
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 457-493
Persistent link: https://www.econbiz.de/10009571516
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2
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
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