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institution:"Federal Reserve Bank of St. Louis"
subject:"Volatility"
~subject:"1952-1998"
~subject:"Volatilität"
~subject:"Wechselkurs"
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Volatility
1952-1998
Volatilität
Wechselkurs
Estimation
27
Schätzung
27
USA
22
United States
22
Yield curve
5
Zinsstruktur
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1938-1999
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1948-2000
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1954-2002
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Neely, Christopher J.
3
Dueker, Michael
1
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Federal Reserve Bank of St. Louis
National Bureau of Economic Research
120
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Institut für Weltwirtschaft
10
University of Canterbury / Dept. of Economics and Finance
6
Ekonomiska forskningsinstitutet <Stockholm>
4
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3
Forschungsinstitut zur Zukunft der Arbeit
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Gottfried Wilhelm Leibniz Universität Hannover
3
Institute of European Finance <Bangor, Gwynedd>
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
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3
Australian National University / Faculty of Economics and Commerce
2
Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Federal Reserve Bank of Cleveland
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden
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2
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2
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1
Australian National University / Centre for Economic Policy Research
1
Bank of Communications <Schanghai> / Financial Research Center / Research Group
1
Berliner Handels- und Frankfurter Bank
1
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1
Board of Governors of the Federal Reserve System (U.S.)
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
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Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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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
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
Saved in:
4
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971215
Saved in:
5
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:
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