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~institution:"Economics, Indian Institute of Management"
~institution:"Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät"
~person:"Brüggemann, Ralf"
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Search: ("Crisis management" OR "Digitalisation" OR "Innovations") AND NOT isPartOf:Intereconomics
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Implied volatility surface
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dynamic semiparametric factor model
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impulse responses
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unit root tests
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vector autoregression
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Brüggemann, Ralf
Gupta, Anil K.
42
Härdle, Wolfgang
15
Weber, Enzo
14
Spokoiny, Vladimir
6
Basant, Rakesh
4
Hautsch, Nikolaus
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Mungo, Julius
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N, Khandwalla P
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Chen, Ying
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Dixit, M. R.
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Udai, Pareek
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Okhrin, Ostap
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Stoltenberg, Christian
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Uebele, Martin
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Volckart, Oliver
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Örsal, Deniz Dilan Karaman
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B, Agrawal B
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Economics, Indian Institute of Management
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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SFB 649 Discussion Papers
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VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings
Brüggemann, Ralf
;
Härdle, Wolfgang
;
Mungo, Julius
; …
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2006
.004 .006 .008 4 8 12 16 20 24 Response of Z3 to Z3 Response to Cholesky One S.D.
Innovations
– 2 S.E. Figure 3: Impulse …
Persistent link: https://www.econbiz.de/10005677917
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