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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Fernández-Villaverde, Jesús"
~person:"Sentana, Enrique"
~subject:"USA"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Volatilität
USA
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Fernández-Villaverde, Jesús
Sentana, Enrique
Koopman, Siem Jan
10
Diebold, Francis X.
9
Swanson, Norman R.
8
Audrino, Francesco
7
Brandt, Michael W.
6
Corsi, Fulvio
6
Croux, Christophe
6
Hautsch, Nikolaus
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Leon-Gonzalez, Roberto
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Lucas, André
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Sibbertsen, Philipp
6
Teräsvirta, Timo
6
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5
Bibinger, Markus
5
Dijk, Dick van
5
Gouriéroux, Christian
5
Hafner, Christian M.
5
Marcellino, Massimiliano
5
Phillips, Peter C. B.
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Spokojnyj, Vladimir G.
5
Vella, Francis
5
Abadie, Alberto
4
Alizadeh, Sassan
4
Armah, Nii Ayi
4
Bailey, Natalia
4
Bekaert, Geert
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Blasques, Francisco
4
Craig, Ben R.
4
Daníelsson, Jón
4
Fernández-Val, Iván
4
Gather, Ursula
4
Keller, Joachim G.
4
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ECONIS (ZBW)
11
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1
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
2
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
3
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
4
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
5
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2014
Persistent link: https://www.econbiz.de/10011661491
Saved in:
6
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
7
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008780325
Saved in:
8
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008807851
Saved in:
9
Comparing dynamic equilibrium economies to data
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2001
Persistent link: https://www.econbiz.de/10001630682
Saved in:
10
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
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