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subject:"Volatilität"
type_genre:"Working Paper"
~institution:"Federal Reserve Bank of Cleveland"
~institution:"Rodney L. White Center for Financial Research"
~institution:"Universitetet i Oslo / Økonomisk institutt"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Volatilität
Monte Carlo simulation
Estimation theory
15
Schätztheorie
15
Theorie
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Theory
12
Exchange rate
4
Volatility
4
Wechselkurs
4
Estimation
3
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3
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United States
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Capital income
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Kapitaleinkommen
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Maximum likelihood estimation
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Arbeitslosigkeit
1
Börsenkurs
1
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Currency option
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Density Forecasts
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Duration analysis
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Brandt, Michael W.
3
Alizadeh, Sassan
2
Diebold, Francis X.
2
Kadlec, Gregory B.
2
Craig, Ben R.
1
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Federal Reserve Bank of Cleveland
Rodney L. White Center for Financial Research
Universitetet i Oslo / Økonomisk institutt
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Birkbeck College / Department of Economics
4
Centre for Analytical Finance <Århus>
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of Exeter / Department of Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Quantitative Economics & Computing
1
Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
1
European University Institute / Department of Economics
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National Bureau of Economic Research inc.
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Nationalekonomiska Institutionen <Lund>
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Shakai-Keizai-Kenkyūsho <Osaka>
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Working papers / Rodney L. White Center for Financial Research
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Federal Reserve Bank of Cleveland working paper series
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Memorandum / Department of Economics, University of Oslo
1
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ECONIS (ZBW)
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The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
2
A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity
Zhang, Tao
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786157
Saved in:
3
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
4
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
5
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
Saved in:
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