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subject:"Schock"
subject:"Volatilität"
~person:"Mittnik, Stefan"
~person:"Tudyka, Andreas"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammlung"
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Schock
Volatilität
Estimation
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Mittnik, Stefan
Tudyka, Andreas
Belke, Ansgar
5
Herwartz, Helmut
4
Gros, Daniel
3
Hautsch, Nikolaus
3
Härdle, Wolfgang
3
Metz, Rainer
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2
Laurent, Sébastien
2
Li, Minqiang
2
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2
Mohanty, M. S.
2
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2
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2
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2
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Signori, Ombretta
2
Songsak Sriboonchitta
2
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Accounting for time-varying and nonlinear relationships in macroeconometric models
2
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
1
Handbook of heavy tailed distributions in finance
1
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ECONIS (ZBW)
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1
Has the monetary transmission mechanism in the Euro area changed? - evidence from an inequality-restricted TVP-FAVAR
Tudyka, Andreas
- In:
Accounting for time-varying and nonlinear relationships …
,
(pp. 51-84)
.
2015
Persistent link: https://www.econbiz.de/10011913320
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2
Time-varying effects of government spending shocks - does confidence matter?
Tudyka, Andreas
- In:
Accounting for time-varying and nonlinear relationships …
,
(pp. 85-113)
.
2015
Persistent link: https://www.econbiz.de/10011913321
Saved in:
3
Estimating a banking-macro model using a multi-regime VAR
Mittnik, Stefan
;
Semmler, Willi
- In:
Advances in non-linear economic modeling : theory and …
,
(pp. 3-40)
.
2014
Persistent link: https://www.econbiz.de/10010251591
Saved in:
4
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 385-404)
.
2003
Persistent link: https://www.econbiz.de/10001882139
Saved in:
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