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subject:"Volatility"
type_genre:"Non-commercial literature"
~institution:"Birkbeck College / Department of Economics"
~institution:"Université de Montréal / Département de sciences économiques"
~type_genre:"Forschungsbericht"
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Volatility
Theorie
57
Theory
57
Estimation
19
Schätzung
19
Estimation theory
10
Großbritannien
10
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10
United Kingdom
10
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7
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7
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7
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6
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1988-1993
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Non-commercial literature
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Andersen, Torben
1
Bianchi, Marco
1
Bollerslev, Tim
1
Dacco, Roberto
1
Gonçalves, Sílvia
1
Karanasos, Menelaos
1
Kilian, Lutz
1
Meddahi, Nour
1
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1
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Birkbeck College / Department of Economics
Université de Montréal / Département de sciences économiques
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Centre for Analytical Finance <Århus>
7
Ekonomiska forskningsinstitutet <Stockholm>
7
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7
European University Institute / Department of Economics
6
Institute of Finance and Accounting <London>
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
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4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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3
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2
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
Saved in:
2
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
3
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:
4
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:
5
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:
6
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
7
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
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