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subject:"Börsenkurs"
subject:"Estimation"
~institution:"Birkbeck College / Department of Economics"
~subject:"Schätzung"
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Börsenkurs
Estimation
Schätzung
Estimation theory
10
Schätztheorie
10
Theorie
8
Theory
8
Großbritannien
4
Time series analysis
4
United Kingdom
4
Volatility
4
Volatilität
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Zeitreihenanalyse
4
Share price
3
Simulation
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ARMA model
1
ARMA-Modell
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Aktienmarkt
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CAPM
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Hodrick Prescott
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Italien
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Italy
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Kapitaleinkommen
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Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Private consumption
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Privater Konsum
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Prognoseverfahren
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Saisonale Schwankungen
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Schock
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Seasonal variations
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Shock
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Stock market
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Unit root test
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English
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Sola, Martin
2
Dacco, Roberto
1
Orszag, Jonathan Michael
1
Psaradakis, Zacharias G.
1
Timmermann, Allan
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Birkbeck College / Department of Economics
National Bureau of Economic Research
61
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
International Energy Agency
10
OECD
10
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Institut für Höhere Studien
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Institut für Industriebetriebsforschung <Hamburg>
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Panepistēmio Kypru / Department of Economics
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Rodney L. White Center for Financial Research
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Trinity College Dublin / Department of Economics
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University of New England / Department of Econometrics
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University of Western Australia / Department of Economics
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University of Wisconsin-Madison
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"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
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Australian National University / Faculty of Economics and Commerce
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Bangladesch / National Accounting Wing
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
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Center for Latin American Development Studies / Boston University
1
Centre for Analytical Finance <Århus>
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Centre for Microdata Methods and Practice <London>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Community Task Force for Youth Employment
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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Department of Health, Education, and Welfare
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
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2
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
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3
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
4
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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