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subject:"Prognoseverfahren"
subject:"Share price"
~institution:"Birkbeck College / Department of Economics"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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Prognoseverfahren
Share price
ARCH model
Stochastischer Prozess
Estimation theory
10
Schätztheorie
10
Theorie
8
Theory
8
Großbritannien
4
Time series analysis
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United Kingdom
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Volatility
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Volatilität
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Zeitreihenanalyse
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Börsenkurs
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Estimation
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Schätzung
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ARMA model
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Italien
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Italy
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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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Saisonale Schwankungen
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Schock
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Seasonal variations
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Unit root test
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English
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Sola, Martin
2
Dacco, Roberto
1
Karanasos, Menelaos
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Psaradakis, Zacharias G.
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Timmermann, Allan
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Birkbeck College / Department of Economics
National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Ekonomiska forskningsinstitutet <Stockholm>
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Umeå Universitet / Institutionen för Nationalekonomi
4
European University Institute / Department of Law
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Rutgers University / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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HFDF <1, 1995, Zürich>
2
Institut für Industriebetriebsforschung <Hamburg>
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OECD
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Rodney L. White Center for Financial Research
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Umeå universitet
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University of Chicago / Graduate School of Business
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University of Exeter / Department of Economics
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Air Force Project Rand
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Australasian Economic Modelling Conference <1992, Cairns>
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Department of Agricultural Economics, Cornell University Agricultural Experiment Station
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Deutsche Forschungsgemeinschaft
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Deutschland / Bundesministerium der Finanzen
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Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Economics
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Europäische Kommission / Statistisches Amt
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Federal Reserve Bank of Cleveland
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Foerder Institute for Economic Research <Tēl-Āvîv>
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HFDF <2, 1998, Zürich>
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International Institute for Applied Systems Analysis
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Leonard N. Stern School of Business / Information Systems Department
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London School of Economics and Political Science
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Nuffield College
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Parliament
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School of Finance and Business Economics <Perth, Western Australia>
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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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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2
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:
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
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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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