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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of mathematical finance"
~subject:"Stochastische Volatilität"
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Search: subject_exact:"Stochastic volatility model"
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Stochastische Volatilität
Stochastic volatility
5
Theorie
4
Theory
4
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3
Prognoseverfahren
3
Stochastic Volatility Model
3
Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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Bayes-Statistik
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Dynamische Wirtschaftstheorie
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Aastveit, Knut Are
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Carriero, Andrea
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Marcellino, Massimiliano
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Discussion paper / Centre for Economic Policy Research
Journal of applied econometrics
Journal of mathematical finance
The journal of futures markets
11
International journal of theoretical and applied finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Department of Economics working paper
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Chapman and Hall/CRC financial mathematics series
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Have standard VARS remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011862290
Saved in:
2
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena
-
2016
Persistent link: https://www.econbiz.de/10011521697
Saved in:
3
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
4
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2016
Persistent link: https://www.econbiz.de/10011571317
Saved in:
5
Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamics models
Den Haan, Wouter J.
;
Kobielarz, Michal L.
;
Rendahl, Pontus
-
2015
Persistent link: https://www.econbiz.de/10011442792
Saved in:
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