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subject:"Time series analysis"
~institution:"Rodney L. White Center for Financial Research"
~institution:"University of New England / Department of Econometrics"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Volatility
Estimation theory
28
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28
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5
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Brandt, Michael W.
3
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3
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2
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Rodney L. White Center for Financial Research
University of New England / Department of Econometrics
National Bureau of Economic Research
54
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21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
European University Institute / Department of Economics
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12
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8
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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2
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1
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1
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1
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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ECONIS (ZBW)
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
4
Multiple time series models and testing for causality and exogeneity : a review
Rambaldi, Alicia N.
-
1997
Persistent link: https://www.econbiz.de/10000968926
Saved in:
5
Applying linear time-varying constraints to econometric models : an application of the Kalman filter
Doran, Howard E.
;
Rambaldi, Alicia N.
-
1995
Persistent link: https://www.econbiz.de/10000923028
Saved in:
6
Small sample performance of non-causality tests in cointegrated systems
Zapata, Hector O.
;
Rambaldi, Alicia N.
-
1994
Persistent link: https://www.econbiz.de/10000905932
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