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type_genre:"Non-commercial literature"
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Estimation theory
6
Schätztheorie
6
Theorie
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6
Capital income
3
Exchange rate
3
Volatility
3
Volatilität
3
Wechselkurs
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Estimation
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Schätzung
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USA
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United States
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Deutschland
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Germany
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Großbritannien
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Nichtlineare Dynamik
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Physik
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Non-commercial literature
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English
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Brandt, Michael W.
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Diebold, Francis X.
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Lux, Thomas
1
Pástor, Ľuboš
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Stambaugh, Robert F.
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
Rodney L. White Center for Financial Research
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Birkbeck College / Department of Economics
1
National Bureau of Economic Research
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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The Wharton Financial Institutions Center
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Trinity College Dublin / Department of Economics
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University of Cambridge / Department of Applied Economics
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University of Cambridge / Faculty of Economics
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University of Chicago / Center for Research in Security Prices
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Universität Dortmund
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ECONIS (ZBW)
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Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
Lux, Thomas
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781208
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2
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
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3
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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