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type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Working papers"
~subject:"Deutschland"
~subject:"Estimation theory"
~subject:"Volatility"
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Deutschland
Estimation theory
Volatility
Estimation
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Gallo, Giampiero M.
4
Otranto, Edoardo
4
Billio, Monica
3
Christensen, Bent Jesper
3
Lacava, Demetrio
3
Nielsen, Morten Ørregaard
3
Silvennoinen, Annastiina
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Teräsvirta, Timo
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Bollerslev, Tim
2
Caporin, Massimiliano
2
Cavaliere, Giuseppe
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Frattarolo, Lorenzo
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Henry, Ólan Thomas John
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Kristensen, Dennis
2
Kristensen, Johannes Tang
2
Olekalns, Nilss
2
Panagiōtidēs, Theodōros
2
Papapanagiotou, Georgios
2
Pelizzon, Loriana
2
Suardi, Sandy
2
Taylor, Robert
2
Todorov, Viktor
2
Veliyev, Bezirgen
2
Abate, Girum Dagnachew
1
Afonso, António
1
Alessandrini, Diana
1
Andreasen, Martin Møller
1
Anselin, Luc
1
Bampinas, Georgios
1
Belianska, Anna
1
Belloni, Michele
1
Benavides, Guillermo
1
Bisaglia, Luisa
1
Blasco, Sylvie
1
Bolko, Anine E.
1
Bu, Ruijun
1
Callot, Laurent
1
Carlini, Federico
1
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1
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CREATES research paper
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623
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401
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316
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271
Discussion papers / Deutsches Institut für Wirtschaftsforschung
226
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168
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144
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132
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110
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99
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98
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
91
University of Lüneburg Working paper series in economics
74
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
73
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70
SFB 649 discussion paper
67
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65
CFS working paper series
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
54
CEMMAP working papers / Centre for Microdata Methods and Practice
52
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
47
Working paper series
44
Diskussionspapiere / Friedrich-Alexander-Universität, Lehrstuhl für Arbeitsmarkt- und Regionalpolitik
43
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Ifo working papers
38
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
35
Volkswirtschaftliche Diskussionsbeiträge
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Finance and economics discussion series
33
IMF working papers
33
BGPE discussion paper : Bavarian graduate program in economics
31
IWH-Diskussionspapiere
31
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
31
Research paper series / Swiss Finance Institute
31
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29
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ECONIS (ZBW)
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1
The impact of parents' health shocks on children's health behaviors
Blasco, Sylvie
;
Moreno-Galbis, Eva
;
Tanguy, Jeremy
-
2023
Persistent link: https://www.econbiz.de/10014436489
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2
Volatility jumps and the classification of monetary policy announcements
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321842
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3
European trade & growth imbalances : a analysis using a sign-restriction BayesianGVAR with stochastic volatility
McAdam, Peter
;
Muratidēs, Kōstas
;
Panagiōtidēs, …
-
2023
Persistent link: https://www.econbiz.de/10014313012
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4
Inequality and happiness : the role of income versus wealth inequality
Sałach, Katarzyna
-
2023
Persistent link: https://www.econbiz.de/10014305727
Saved in:
5
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
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6
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
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7
Oil shocks and investor attention
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
; …
-
2022
Persistent link: https://www.econbiz.de/10013454556
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8
Subjective expectations and uncertainty
Kocięcki, Andrzej
;
Łyziak, Tomasz
;
Stanisławska, Ewa
-
2022
Persistent link: https://www.econbiz.de/10013188035
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9
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
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10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
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2022
Persistent link: https://www.econbiz.de/10013367389
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