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subject:"Prognoseverfahren"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Volatilität"
~type:"book"
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Prognoseverfahren
Volatilität
Estimation
8
Schätzung
8
Theorie
6
Theory
6
Forecasting model
4
Exchange rate
2
Großbritannien
2
Time series analysis
2
United Kingdom
2
Volatility
2
Wechselkurs
2
Zeitreihenanalyse
2
1901-1990
1
ARCH model
1
ARCH-Modell
1
Developing countries
1
Economic forecast
1
Einheitswurzeltest
1
Einkommenshypothese
1
Entwicklungsländer
1
IMF lending
1
IWF-Kredit
1
Income hypothesis
1
Industrial research
1
Industrie
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Industrieforschung
1
Innovation management
1
Innovationsmanagement
1
International credit
1
Internationaler Kredit
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Japan
1
Lag model
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Lag-Modell
1
Manufacturing industries
1
Nichtkooperatives Spiel
1
Nichtlineare Regression
1
Noncooperative game
1
Nonlinear regression
1
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English
4
Author
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Brooks, Chris
2
Ash, J. C. K
1
Burke, Simon P.
1
Heravi, Saeed M.
1
Patterson, Kerry D.
1
Smyth, David J.
1
Institution
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Centre for Quantitative Economics & Computing
National Bureau of Economic Research
119
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Institut für Weltwirtschaft
10
Federal Reserve Bank of St. Louis
6
University of Canterbury / Dept. of Economics and Finance
6
Federal Reserve System / Division of Research and Statistics
5
Christian-Albrechts-Universität zu Kiel
4
Federal Reserve Bank of Cleveland
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Springer Fachmedien Wiesbaden
4
Verlag Dr. Kovač
4
Centre for Analytical Finance <Århus>
3
Chambre de commerce et d'industrie de Paris
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
3
National Institute of Economic and Social Research
3
Queen Mary College / Department of Economics
3
Türkiye Cumhuriyet Merkez Bankası
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
Australian National University / Faculty of Economics and Commerce
2
Birkbeck College / Department of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
European University Institute / Department of Economics
2
Federal Reserve Bank of New York
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Narodna Banka na Republika Makedonija
2
OECD
2
Rheinische Friedrich-Wilhelms-Universität Bonn
2
Rodney L. White Center for Financial Research
2
School of Economics, Mathematics and Statistics <London>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Exeter / Department of Economics
2
University of Strathclyde / Department of Economics
2
American Enterprise Institute for Public Policy Research
1
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
Saved in:
2
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
Saved in:
3
The accuracy of OECD forecasts for Japan
Ash, J. C. K
-
1996
Persistent link: https://www.econbiz.de/10000944091
Saved in:
4
A state space approach to forecasting the final vintage of revised data with an application to the index of industrial production
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000903013
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