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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Documento de trabajo"
~isPartOf:"Working paper"
~isPartOf:"Working papers"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
179
Schätztheorie
179
Estimation
47
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34
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34
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29
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Rodriguez, Gabriel
5
Yu, Jun
2
Afonso, António
1
Alfelt, Gustav
1
Alvarado, Mauricio
1
Billio, Monica
1
Bodnar, Taras
1
Calero, Roberto
1
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Casarin, Roberto
1
Chen, Han
1
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1
Craig, Ben R.
1
Engle, Robert F.
1
Fei, Yijie
1
Fernández Prada Saucedo, Jean Pierre
1
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1
Gefang, Deborah
1
Gobbo, Michele
1
Guerrero Escobar, Santiago
1
Hernández del Valle, Gerardo
1
Hernández, Juan Ramón
1
Jalles, João Tovar
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Javed, Farrukh
1
Juárez Torres, Miriam
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Keller, Joachim G.
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Koop, Gary
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Leon-Gonzalez, Roberto
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Discussion paper / Tinbergen Institute
27
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15
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9
Working paper / National Bureau of Economic Research, Inc.
6
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5
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5
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5
GRIPS discussion papers
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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5
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3
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ECONIS (ZBW)
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1
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
2
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
3
Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2023
Persistent link: https://www.econbiz.de/10014305848
Saved in:
4
Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Vassallo, Renato
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273028
Saved in:
5
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
6
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
7
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
8
Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
Saved in:
9
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013273010
Saved in:
10
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
Saved in:
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