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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Statistical inference"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Statistical inference
Estimation theory
221
Schätztheorie
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Theorie
86
Theory
86
USA
34
United States
34
Schätzung
32
Estimation
31
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Bekaert, Geert
2
Alizadeh, Sassan
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Ang, Andrew
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Creal, Drew
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Mairesse, Jacques
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Marshall, David Aaron
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Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
199
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
CEMMAP working papers / Centre for Microdata Methods and Practice
62
Economics letters
40
Econometric theory
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Econometric reviews
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Discussion paper / Tinbergen Institute
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The econometrics journal
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Cowles Foundation Discussion Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
CREATES research paper
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Journal of the American Statistical Association : JASA
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cowles Foundation discussion paper
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Economic modelling
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NBER working paper series
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International journal of forecasting
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Oxford bulletin of economics and statistics
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SFB 649 discussion paper
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The North American journal of economics and finance : a journal of financial economics studies
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1
Mis-classified, binary, endogenous regressors : identification and inference
DiTraglia, Francis J.
;
García Jimeno, Camilo
-
2017
Persistent link: https://www.econbiz.de/10011741439
Saved in:
2
Survey under-coverage of top incomes and estimation of inequality : what is the role of the UK’s SPI adjustment?
Burkhauser, Richard V.
;
Hérault, Nicolas
;
Jenkins, Stephen
-
2017
Persistent link: https://www.econbiz.de/10011700605
Saved in:
3
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
Saved in:
4
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008780325
Saved in:
5
A multifactor, nonlinear, continuous-time model of interest rate volatility
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1999
Persistent link: https://www.econbiz.de/10001394312
Saved in:
6
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
7
Regime switches in interest rates
Ang, Andrew
;
Bekaert, Geert
-
1998
Persistent link: https://www.econbiz.de/10000660440
Saved in:
8
Taming the skew : higher-order moments in modeling asset price processes in finance
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1997
Persistent link: https://www.econbiz.de/10000626665
Saved in:
9
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
Saved in:
10
"Peso problem" explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
-
1997
Persistent link: https://www.econbiz.de/10000638171
Saved in:
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