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subject:"Wohlfahrtsanalyse"
type_genre:"Non-commercial literature"
~isPartOf:"CREATES research paper"
~isPartOf:"SFB 649 discussion paper"
~subject:"Volatilität"
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Wohlfahrtsanalyse
Volatilität
Theorie
543
Theory
543
Time series analysis
113
Zeitreihenanalyse
113
Estimation
93
Schätzung
93
Forecasting model
88
Prognoseverfahren
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Stochastischer Prozess
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Härdle, Wolfgang
10
Hautsch, Nikolaus
6
Santucci de Magistris, Paolo
5
Reiß, Markus
4
Todorov, Viktor
4
Barndorff-Nielsen, Ole E.
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Bibinger, Markus
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Bollerslev, Tim
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Hounyo, Ulrich
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Lunde, Asger
3
Rossi, Eduardo
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Andersen, Torben
2
Bennedsen, Mikkel
2
Caporin, Massimiliano
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Hansen, Peter Reinhard
2
Jirak, Moritz
2
Lütkepohl, Helmut
2
Malec, Peter
2
Meddahi, Nour
2
Mungo, Julius
2
Ou, Yangguoyi
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Albertini, Julien
1
Amendola, Alessandra
1
Andreasen, Martin M.
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Andreasen, Martin Møller
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Archakov, Ilya
1
Belomestny, Denis
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Benzoni, Luca
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Bhattacharya, Debopam
1
Bierbrauer, Felix
1
Bocart, Fabian Y. R. P.
1
Bolko, Anine E.
1
Bommes, Elisabeth
1
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CREATES research paper
SFB 649 discussion paper
Working paper / National Bureau of Economic Research, Inc.
413
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291
CESifo working papers
268
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110
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19
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ECONIS (ZBW)
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1
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
4
Demand and welfare analysis in discrete choice models with social interactions
Bhattacharya, Debopam
;
Dupas, Pascaline
;
Kanaya, Shin
-
2019
Persistent link: https://www.econbiz.de/10012063980
Saved in:
5
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
6
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
7
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
8
Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
-
2016
Persistent link: https://www.econbiz.de/10011474820
Saved in:
9
Volatility discovery
Dias, Gustavo Fruet
;
Scherrer, Cristina Mabel
; …
-
2016
Persistent link: https://www.econbiz.de/10011447786
Saved in:
10
Exponential smoothing, long memory and volatility prediction
Proietti, Tommaso
-
2015
Persistent link: https://www.econbiz.de/10011387619
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