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subject:"Volatilität"
institution:"European University Institute / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
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Volatilität
Estimation
19
Schätzung
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USA
10
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9
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4
Business cycle synchronization
3
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1970-1992
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Anderson, Torben G.
1
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European University Institute / Department of Economics
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80
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14
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6
University of Canterbury / Dept. of Economics and Finance
6
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Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Australian National University / Faculty of Economics and Commerce
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Boston College / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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1
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1
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ECONIS (ZBW)
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1
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
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2
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
4
Why does the stock market fluctuate?
Barsky, Robert B.
;
DeLong, James Bradford
-
1992
Persistent link: https://www.econbiz.de/10013419686
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