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subject:"Großbritannien"
subject:"Volatilität"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"University of Sheffield / Department of Economics"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Estimation theory
29
Schätztheorie
29
Theorie
24
Theory
24
Time series analysis
13
Zeitreihenanalyse
13
Estimation
3
Schätzung
3
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2
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2
Lag model
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Lag-Modell
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Monte Carlo simulation
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Graue Literatur
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Hagerud, Gustaf E.
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Hayes, Peter
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Ekonomiska forskningsinstitutet <Stockholm>
University of Sheffield / Department of Economics
Birkbeck College / Department of Economics
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Rodney L. White Center for Financial Research
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Centre for Microdata Methods and Practice <London>
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Federal Reserve Bank of Cleveland
1
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Konjunkturinstitutet <Stockholm>
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National Bureau of Economic Research
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Public Sector Economics Research Centre <Leicester>
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Robert Schuman Centre for Advanced Studies
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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University of California, San Diego / Department of Economics
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University of Exeter / Department of Economics
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University of Salford / Department of Economics
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University of York / Department of Economics and Related Studies
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Estimating quarterly GDP for the interwar UK economy : an application to the employment function
Hayes, Peter
(
contributor
);
Turner, Paul
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001922318
Saved in:
2
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
3
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
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