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subject:"Share price"
subject:"Volatilität"
~institution:"Birkbeck College / Department of Economics"
~institution:"University of Chicago / Graduate School of Business"
~institution:"University of Exeter / Department of Economics"
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Search: subject_exact:"Estimation theory"
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Share price
Volatilität
Estimation theory
34
Schätztheorie
34
Theorie
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9
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9
Volatility
6
Großbritannien
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Einheitswurzeltest
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Estimation
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Sola, Martin
2
Bianchi, Marco
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Christodoulakis, George A.
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Dacco, Roberto
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Jacquier, Eric
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Karanasos, Menelaos
1
Orszag, Jonathan Michael
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Polson, Nicholas G.
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Birkbeck College / Department of Economics
University of Chicago / Graduate School of Business
University of Exeter / Department of Economics
National Bureau of Economic Research
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Rodney L. White Center for Financial Research
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Institut für Industriebetriebsforschung <Hamburg>
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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School of Finance and Business Economics <Perth, Western Australia>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
1
University of California, San Diego / Department of Economics
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University of Cambridge / Department of Applied Economics
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University of Cambridge / Faculty of Economics
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University of Chicago / Center for Research in Security Prices
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University of Chicago / Graduate School of Business / Department of Economics
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Discussion paper in financial economics : FE
3
Discussion papers in economics
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Working paper series economics and econometrics
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ECONIS (ZBW)
7
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1
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
2
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
3
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
Saved in:
4
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:
5
Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
Saved in:
6
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
Saved in:
7
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
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