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subject:"Prinzipal-Agent-Theorie"
subject:"Vertrag"
~institution:"European University Institute / Department of Economics"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Prinzipal-Agent-Theorie
Vertrag
Volatilität
Theorie
217
Theory
217
Time series analysis
27
Zeitreihenanalyse
27
Estimation theory
20
Schätztheorie
20
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18
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Working Paper
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English
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Lanne, Markku
3
Corsetti, Giancarlo
1
Dedola, Luca
1
Fosco, Constanza
1
Gallo, Giampiero M.
1
Gómez, Víctor
1
Leduc, Sylvain
1
Lütkepohl, Helmut
1
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1
Marsili, Matteo
1
Pacini, Barbara
1
Ravn, Morten O.
1
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1
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European University Institute / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
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13
Center for the Study of Law and Economics <Saarbrücken>
11
Bonn Graduate School of Economics
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Johns Hopkins University / Department of Economics
8
The Wharton Financial Institutions Center
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Australian National University / Faculty of Economics and Commerce
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Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Robert Schuman Centre for Advanced Studies
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Svenska Handelshögskolan <Helsinki>
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
4
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EUI working paper / ECO
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ECONIS (ZBW)
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Peer effects and peer avoidance : epidemic diffusion in coevolving networks
Fosco, Constanza
(
contributor
);
Marsili, Matteo
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003724301
Saved in:
2
Incomplete cost pass-through under deep habits
Ravn, Morten O.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651821
Saved in:
3
Identifying monetary policy shocks via changes in volatility
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338299
Saved in:
4
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
5
DSGE models of high exchange-rate volatility and low pass-trough
Corsetti, Giancarlo
(
contributor
);
Dedola, Luca
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291427
Saved in:
6
The effect of a transaction tax on exchange rate volatility
Lanne, Markku
(
contributor
);
Vesala, Timo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291437
Saved in:
7
Time-varying sign-switching risk perception on foreign exchange markets
Gallo, Giampiero M.
;
Pacini, Barbara
-
1995
Persistent link: https://www.econbiz.de/10000929236
Saved in:
8
Initializing the Kalman filter with incompletely specified initial conditions
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1993
Persistent link: https://www.econbiz.de/10000865466
Saved in:
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