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subject:"Estimation"
subject:"Volatilität"
~institution:"Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung"
~institution:"Birkbeck College / Department of Economics"
~institution:"Universiṭat Bar-Ilan / Department of Economics"
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Estimation
Volatilität
Estimation theory
14
Schätztheorie
14
Theorie
11
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11
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6
Großbritannien
4
Time series analysis
4
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4
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Orszag, Jonathan Michael
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Sola, Martin
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Alperovich, Gershon
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Dacco, Roberto
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1
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1
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1
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1
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1
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1
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
Birkbeck College / Department of Economics
Universiṭat Bar-Ilan / Department of Economics
National Bureau of Economic Research
59
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
International Energy Agency
10
OECD
10
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5
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4
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4
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3
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2
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2
"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
1
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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ECONIS (ZBW)
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1
Zero-coupon yield curves : technical documentation
2005
Persistent link: https://www.econbiz.de/10013437454
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2
Sigma convergence versus beta convergence : evidence from US county-level data
Young, Andrew T.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001792389
Saved in:
3
An application of a switching regimes regression to the study of urban structure
Alperovich, Gershon
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658772
Saved in:
4
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
5
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
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6
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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7
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
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8
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:
9
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
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