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subject:"Volatility"
~institution:"Rodney L. White Center for Financial Research"
~institution:"School of Economics, Mathematics and Statistics <London>"
~subject:"Konjunktur"
~subject:"Yield curve"
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Volatility
Konjunktur
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Estimation
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Rodney L. White Center for Financial Research
School of Economics, Mathematics and Statistics <London>
National Bureau of Economic Research
214
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Forschungsinstitut zur Zukunft der Arbeit
11
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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Gottfried Wilhelm Leibniz Universität Hannover
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Kansantaloustieteen Laitos <Tampere>
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US domestic money, inflation and output
Aksoy, Yunus
(
contributor
);
Piskorski, Tomasz
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002810986
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2
Permanents vs transitory components and economic fundamentals
Garratt, Anthony
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002587881
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3
The macroeconomy and the yield curve : a dynamic latent factor approach
Diebold, Francis X.
(
contributor
); …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229558
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4
Estimaging the benchmark yield curve : a new approach using stochastic frontier functions
Darbha, Gangadhar
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024649
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5
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
6
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
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