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institution:"Rodney L. White Center for Financial Research"
subject:"Börsenkurs"
~institution:"Birkbeck College / Department of Economics"
~subject:"Stochastic process"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Stochastic process
Estimation theory
13
Schätztheorie
13
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13
Theory
13
Volatility
7
Volatilität
7
Estimation
5
Großbritannien
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5
United Kingdom
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Share price
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Sola, Martin
2
Brandt, Michael W.
1
Dacco, Roberto
1
Psaradakis, Zacharias G.
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Pástor, Ľuboš
1
Santa-Clara, Pedro
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Rodney L. White Center for Financial Research
Birkbeck College / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Federal Reserve System / Division of Research and Statistics
2
Institut für Industriebetriebsforschung <Hamburg>
2
University of Exeter / Department of Economics
2
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
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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Discussion paper in financial economics : FE
3
Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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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
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2
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
3
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:
4
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
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5
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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