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subject:"Schätzung"
type_genre:"Article in journal"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Fabozzi, Frank J."
~person:"Tzavalis, Elias"
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Schätzung
Estimation
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Fabozzi, Frank J.
Tzavalis, Elias
Barnett, William A.
2
Fazzari, Steven M.
2
Franses, Philip Hans
2
Jawadi, Fredj
2
Martin, Vance
2
Morley, James C.
2
Panovska, Irina
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Popiel, Michal Ksawery
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Psaradakis, Zacharias G.
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Račev, Svetlozar T.
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Sarkar, Saikat
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Semmler, Willi
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Arčabić, Vladimir
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Audrino, Francesco
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Avdoulas, Christos
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Avdulaj, Krenar
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Barunik, Jozef
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Basu, Deepankar
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Beck, Alexander
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Bekierman, Jeremias
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Bekiros, Stelios
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Billio, Monica
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Bond, Dereck
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Bäurle, Gregor
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Casarin, Roberto
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Cassou, Steven Peter
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Chaturvedi, Anoop
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of empirical finance
2
The journal of fixed income
2
Annals of operations research
1
Applied economics
1
Econometric reviews
1
International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of economic dynamics & control
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Journal of economics and finance : JEF
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Journal of financial and quantitative analysis : JFQA
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Journal of money, credit and banking : JMCB
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Review of development economics
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Review of quantitative finance and accounting
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The journal of fixed income : JFI
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The journal of real estate finance and economics
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The quarterly review of economics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011311197
Saved in:
2
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
3
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
4
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
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