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subject:"Volatility"
subject:"Yield curve"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"EU countries"
~subject:"Prognoseverfahren"
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Volatility
Yield curve
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Prognoseverfahren
Estimation
8
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Theorie
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Theory
6
Forecasting model
4
Exchange rate
2
Großbritannien
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Brooks, Chris
2
Ash, J. C. K
1
Burke, Simon P.
1
Heravi, Saeed M.
1
Patterson, Kerry D.
1
Smyth, David J.
1
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Centre for Quantitative Economics & Computing
National Bureau of Economic Research
163
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Institut für Weltwirtschaft
20
OECD
17
Forschungsinstitut zur Zukunft der Arbeit
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Springer Fachmedien Wiesbaden
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Federal Reserve Bank of St. Louis
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International Energy Agency
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Zentrum für Europäische Wirtschaftsforschung
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Federal Reserve System / Division of Research and Statistics
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University of Canterbury / Dept. of Economics and Finance
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Verlag Dr. Kovač
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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Goethe-Universität Frankfurt am Main
5
Institute of European Finance <Bangor, Gwynedd>
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International Monetary Fund
5
National Institute of Economic and Social Research
5
Queen Mary College / Department of Economics
5
University of Reading / Department of Economics
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Chambre de commerce et d'industrie de Paris
4
Christian-Albrechts-Universität zu Kiel
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Gottfried Wilhelm Leibniz Universität Hannover
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Rodney L. White Center for Financial Research
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Türkiye Cumhuriyet Merkez Bankası
4
University of Exeter / Department of Economics
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Universität Mannheim
4
Birkbeck College / Department of Economics
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Bonn Graduate School of Economics
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Deutsches Institut für Wirtschaftsforschung
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Institute of Finance and Accounting <London>
3
Kansantaloustieteen Laitos <Tampere>
3
Narodna Banka na Republika Makedonija
3
Rutgers University / Department of Economics
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
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2
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
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3
The accuracy of OECD forecasts for Japan
Ash, J. C. K
-
1996
Persistent link: https://www.econbiz.de/10000944091
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4
A state space approach to forecasting the final vintage of revised data with an application to the index of industrial production
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000903013
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