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subject:"Volatility"
subject:"Volatilität"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Arbeitslosigkeit"
~type_genre:"Arbeitspapier"
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Volatility
Volatilität
Arbeitslosigkeit
Estimation
108
Schätzung
108
Deutschland
68
Germany
68
Theorie
58
Theory
58
USA
27
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Time series analysis
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Zeitreihenanalyse
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Börsenkurs
17
Cointegration
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Estimation theory
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Großbritannien
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1975-1998
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Herwartz, Helmut
6
Härdle, Wolfgang
5
Gil-Alaña, Luis A.
3
Hafner, Christian M.
3
Burda, Michael C.
2
Fengler, Matthias R.
2
Mertens, Antje
2
Reimers, Hans-Eggert
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
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Weder, Mark
2
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1
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1
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1
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1
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1
Henry, S. G. B.
1
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1
Lanne, Markku
1
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1
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1
McGinnity, Frances
1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper series / IZA
308
Working paper / National Bureau of Economic Research, Inc.
127
Discussion paper / Centre for Economic Policy Research
106
CESifo working papers
105
Working paper
101
Discussion paper / Tinbergen Institute
83
Discussion paper
57
ZEW discussion papers
56
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
55
Discussion papers / CEPR
46
Kiel working paper
35
Discussion papers / Deutsches Institut für Wirtschaftsforschung
33
Working papers
30
SFB 649 discussion paper
28
Finance and economics discussion series
27
CFS working paper series
26
Research paper series / Swiss Finance Institute
26
Working paper series
25
Econometric Institute research papers
23
Staff reports / Federal Reserve Bank of New York
23
Discussion papers of interdisciplinary research project 373
22
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
22
Discussion paper / Center for Economic Research, Tilburg University
20
IMF working papers
20
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
18
CREATES research paper
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Kieler Arbeitspapiere
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Department of Economics working paper series
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GLO discussion paper
17
Working paper series / European Central Bank
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Economics and finance working paper series
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
15
International finance discussion papers
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
Fixed-term contracts in East and West Germany : low wages, poor prospects?
McGinnity, Frances
;
Mertens, Antje
-
2002
Persistent link: https://www.econbiz.de/10001730315
Saved in:
2
Winner-loser-Effekte am deutschen Aktienmarkt
Daske, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001730434
Saved in:
3
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
4
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
5
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
6
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
7
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
8
Complementarity of labor market institutions, equilibrium unemployment and the propagation of business cycles
Burda, Michael C.
;
Weder, Mark
-
2001
Persistent link: https://www.econbiz.de/10001613539
Saved in:
9
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
10
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
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