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subject:"Time series analysis"
subject:"United States"
~institution:"Queen Mary College / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~institution:"University of Glasgow / Department of Economics"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Volatilität
Estimation
31
Schätzung
31
USA
18
Großbritannien
9
United Kingdom
9
Deutschland
6
Germany
6
Theorie
6
Theory
6
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5
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5
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4
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3
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3
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3
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3
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3
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Stochastischer Prozess
3
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3
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3
Yield curve
3
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2
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2
CAPM
2
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2
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2
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2
Estimation theory
2
Exchange rate
2
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2
Factor analysis
2
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2
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2
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19
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19
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18
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English
19
Author
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Malley, James R.
6
Hart, Robert A.
3
Diebold, Francis X.
2
Kapetanios, George
2
Karanassou, Marika
2
Leith, Campbell B.
2
Philippopulos, Apostolēs
2
Woitek, Ulrich
2
Anderson, Torben G.
1
Aruoba, S. Borağan
1
Berkovitch, Elazar
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Chortareas, Georgios E.
1
Cipollini, Andrea
1
Cukierman, Alex
1
Darby, Julia
1
Economides, George
1
Eraslan, Hulya
1
Gesser, Ruth
1
Giurda, Francesco
1
Hatgioannides, John
1
Karanasos, Menelaos
1
Labys, Paul
1
Muscatelli, V. Anton
1
Pástor, Ľuboš
1
Rudebusch, Glenn D.
1
Sala, Hector
1
Santa-Clara, Pedro
1
Sarig, Oded H.
1
Snower, Dennis J.
1
Stambaugh, Robert F.
1
Tzavalis, Elias
1
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Queen Mary College / Department of Economics
Rodney L. White Center for Financial Research
University of Glasgow / Department of Economics
National Bureau of Economic Research
240
Forschungsinstitut zur Zukunft der Arbeit
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Federal Reserve Bank of St. Louis
22
Federal Reserve Bank of San Francisco
16
Institut für Weltwirtschaft
15
Ekonomiska forskningsinstitutet <Stockholm>
13
Federal Reserve Bank of Cleveland
13
Johns Hopkins University / Department of Economics
13
Federal Reserve Bank of New York
11
Federal Reserve Bank of Chicago
9
Federal Reserve System / Division of Research and Statistics
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
Federal Reserve Bank of Richmond
7
Institute of Finance and Accounting <London>
7
Springer Fachmedien Wiesbaden
7
The Wharton Financial Institutions Center
7
Verlag Dr. Kovač
7
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
International Monetary Fund
6
Rutgers University / Department of Economics
6
University of Canterbury / Dept. of Economics and Finance
6
University of Hong Kong / School of Economics and Finance
6
Birkbeck College / Department of Economics
5
Bonn Graduate School of Economics
5
Centre for Analytical Finance <Århus>
5
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel
5
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5
Georgetown University / Economics Department
5
Goethe-Universität Frankfurt am Main
5
Internationaler Währungsfonds / Research Department
5
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5
Massachusetts Institute of Technology / Department of Economics
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Discussion papers / Adam Smith Business School, University of Glasgow
6
Working papers / Rodney L. White Center for Financial Research
6
Working paper
5
Discussion papers in economics
2
Source
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ECONIS (ZBW)
19
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1
The macroeconomy and the yield curve : a dynamic latent factor approach
Diebold, Francis X.
(
contributor
); …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229558
Saved in:
2
Going public : public debt or public equity?
Berkovitch, Elazar
(
contributor
);
Gesser, Ruth
(
contributor
)
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229596
Saved in:
3
A reappraisal of the inflation-unemployment tradeoff
Karanassou, Marika
(
contributor
);
Sala, Hector
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867515
Saved in:
4
Corporate bankruptcy reorganizations : estimates from a bargaining model
Eraslan, Hulya
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022891
Saved in:
5
Is the currency risk priced in equity markets?
Giurda, Francesco
(
contributor
);
Tzavalis, Elias
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
Saved in:
6
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
Saved in:
7
Modelling the yield curve : a two components approach
Hatgioannides, John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002229537
Saved in:
8
The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests
Chortareas, Georgios E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868157
Saved in:
9
Electoral uncertainty, fiscal policies & growth : theory and evidence from Germany, the UK and the US
Economides, George
;
Malley, James R.
;
Philippopulos, …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001845306
Saved in:
10
A sectoral analysis of price-setting behavior in US manufacturing industries
Leith, Campbell B.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001762133
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