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subject:"Time series analysis"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~subject:"Volatility"
~type_genre:"Working Paper"
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Time series analysis
Volatility
Theorie
346
Theory
346
Estimation theory
35
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35
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31
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31
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22
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Franses, Philip Hans
5
Sluis, Pieter J. van der
4
Dijk, Herman K. van
3
Hoek, Henk
3
Vries, Casper G. de
3
Koop, Gary
2
Lucas, André
2
Mercurio, Fabio
2
Moraleda Novo, Juan Manuel
2
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1
Boswijk, Herman Peter
1
Daníelsson, Jón
1
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1
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1
Groen, Jan J. J.
1
Groenendijk, Patrick A.
1
Heij, Christiaan
1
Jiang, George J.
1
Kaashoek, Johan F.
1
Kariya, Takeaki
1
Kawasaki, Yoshinori
1
Kleibergen, Frank
1
Klein, André
1
Kloek, Teunis
1
Kunst, Robert M.
1
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1
Ooms, Marius
1
Romijn, Gerbert
1
Scherrer, Wolfgang
1
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1
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1
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1
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1
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Working paper / National Bureau of Economic Research, Inc.
212
Discussion paper / Tinbergen Institute
207
Working paper
115
Discussion paper / Centre for Economic Policy Research
113
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
CREATES research paper
102
Working paper / Department of Econometrics and Business Statistics, Monash University
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
77
CESifo working papers
73
SFB 649 discussion paper
64
Série des documents de travail / Centre de Recherche en Économie et Statistique
58
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EUI working paper / ECO
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53
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34
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34
Report / Econometric Institute, Erasmus University Rotterdam
34
Working paper series / European Central Bank
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Documentos de trabajo / Banco de España, Servicio de Estudios
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29
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28
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Staff reports / Federal Reserve Bank of New York
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26
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25
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25
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1
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
2
EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000981248
Saved in:
3
Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000984706
Saved in:
4
Structural stability tests with unknown breakpoint for the efficient method of moments with application to stochastic volatility models
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000985438
Saved in:
5
Pricing stock options under stochastic volatility and stochastic interest rates with efficient method of moments estimation
Jiang, George J.
;
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000986291
Saved in:
6
A hybrid joint moment ratio test for financial times series
Groenendijk, Patrick A.
;
Lucas, André
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994244
Saved in:
7
The monetary exchange rate model as a long-run phenomenon
Groen, Jan J. J.
-
1998
Persistent link: https://www.econbiz.de/10000990875
Saved in:
8
Bayesian analysis of ARMA models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1997
Persistent link: https://www.econbiz.de/10000952481
Saved in:
9
Gaussianity and nonlinearity of foreign exchange rates and macroeconomic time series
Terui, Nobuhiko
;
Kariya, Takeaki
-
1997
Persistent link: https://www.econbiz.de/10000952482
Saved in:
10
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
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