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institution:"Federal Reserve Bank of St. Louis"
subject:"Volatility"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"1952-1998"
~subject:"Großbritannien"
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Volatility
1952-1998
Großbritannien
Estimation
37
Schätzung
37
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24
United States
24
Theorie
9
Theory
9
Forecasting model
5
Prognoseverfahren
5
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Capital income
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Geldpolitik
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Markov chain
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Markov-Kette
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Monetary policy
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1952-2002
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ARCH model
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Kointegration
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Guo, Hui
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Gylfi Zoega
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Kim, Chang-jin
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Myhre Lildholt, Peter
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Neely, Christopher J.
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Federal Reserve Bank of St. Louis
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
148
Forschungsinstitut zur Zukunft der Arbeit
51
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Centre for Economic Performance
13
University of Oxford / Institute of Economics and Statistics
11
Institut für Weltwirtschaft
10
Institute for Fiscal Studies
10
Public Sector Economics Research Centre <Leicester>
10
Birkbeck College / Department of Economics
9
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8
University of York / Department of Economics and Related Studies
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National Institute of Economic and Social Research
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Chambre de commerce et d'industrie de Paris
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Deutsches Institut für Wirtschaftsforschung
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Kansantaloustieteen Laitos <Tampere>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Federal Reserve Bank of Cleveland
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ECONIS (ZBW)
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Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
2
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
3
The British beveridge curve : a tale of ten regions
Wall, Howard J.
(
contributor
);
Gylfi Zoega
(
contributor
)
-
2002
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001941420
Saved in:
4
Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965274
Saved in:
5
A new test for speculative bubbles based on return variance decompositions
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660132
Saved in:
6
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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