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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Research paper / Federal Reserve Bank of New York"
~person:"Diebold, Francis X."
~person:"Kumar, Dilip"
~person:"Li, Jia"
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Stochastischer Prozess
Volatility
Currency derivative
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Devisenmarkt
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Estimation
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Estimation theory
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Foreign exchange market
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Schätztheorie
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Schätzung
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Time series analysis
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Volatilität
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Welt
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Diebold, Francis X.
Kumar, Dilip
Li, Jia
Lopez, Jose A.
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López, José A.
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Research paper / Federal Reserve Bank of New York
Journal of econometrics
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Economic modelling
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Chicago Booth Research Paper
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Econometric theory
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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
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IIMB management review
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International review of economics & finance : IREF
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The journal of prediction markets
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Theoretical economics letters
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Working papers / Rodney L. White Center for Financial Research
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Cowles Foundation discussion paper
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Decision
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Financial Institutions Center
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of quantitative economics
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Macroeconomics and finance in emerging market economies
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NBER Working Paper
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NBER working paper series
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Technical working paper / National Bureau of Economic Research
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The journal of finance : the journal of the American Finance Association
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The review of economic studies
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Working paper / National Bureau of Economic Research, Inc.
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Modeling volatility dynamics
Diebold, Francis X.
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López, José A.
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1995
Persistent link: https://www.econbiz.de/10000945662
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Modeling volatility dynamics
Diebold, Francis X.
;
Lopez, Jose A.
-
1995
Persistent link: https://www.econbiz.de/10000587223
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