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subject:"Estimation"
subject:"Volatilität"
~institution:"Birkbeck College / Department of Economics"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Estimation
Volatilität
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Zeitreihenanalyse
Estimation theory
10
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10
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8
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4
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4
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Psaradakis, Zacharias G.
3
Sola, Martin
3
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2
Orszag, Jonathan Michael
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Timmermann, Allan
2
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1
Dacco, Roberto
1
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Birkbeck College / Department of Economics
National Bureau of Economic Research
108
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
37
Ekonomiska forskningsinstitutet <Stockholm>
33
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24
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23
University of New England / Department of Econometrics
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Center for Economic Research <Tilburg>
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Universität Basel / Institut für Statistik und Ökonometrie
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Umeå Universitet / Institutionen för Nationalekonomi
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Centre for Microdata Methods and Practice <London>
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Universitetet i Oslo / Økonomisk institutt
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Organisation for Economic Co-operation and Development
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Rodney L. White Center for Financial Research
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Rutgers University / Department of Economics
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ECONIS (ZBW)
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1
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:
2
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
3
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
Saved in:
4
Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G.
-
1996
Persistent link: https://www.econbiz.de/10000930373
Saved in:
5
A new method for obtaining the autocovariance of an ARMA model : an exact-form solution
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000945555
Saved in:
6
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
7
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
Saved in:
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:
10
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
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