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~institution:"Centre for Quantitative Economics & Computing"
~institution:"European University Institute / Department of Economics"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Schätzung"
~subject:"Volatilität"
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Schätzung
Volatilität
Theorie
528
Theory
528
Time series analysis
81
Zeitreihenanalyse
81
Stochastic process
46
Stochastischer Prozess
46
Estimation
42
Cointegration
41
Kointegration
41
Estimation theory
35
Schätztheorie
35
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United States
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English
54
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Gil-Alaña, Luis A.
7
Lanne, Markku
4
Härdle, Wolfgang
3
Lütkepohl, Helmut
3
Burke, Simon P.
2
Candelon, Bertrand
2
Caporale, Guglielmo Maria
2
Fengler, Matthias R.
2
Herwartz, Helmut
2
Linton, Oliver
2
Mercurio, Danilo
2
Nielsen, Jens Perch
2
Patterson, Kerry D.
2
Ravn, Morten O.
2
Saikkonen, Pentti
2
Schulz, Rainer
2
Werwatz, Axel
2
Ash, J. C. K
1
Barsky, Robert B.
1
Belzil, Christian
1
Breitung, Jörg
1
Brooks, Chris
1
Brüggemann, Ralf
1
Camlong-Viot, Christine
1
Choi, In
1
Christensen, Bent Jesper
1
Corsetti, Giancarlo
1
Cybakov, Aleksandr B.
1
DeLong, James Bradford
1
Dedola, Luca
1
Feldmann, David
1
Föllmer, Hans
1
Gallo, Giampiero M.
1
Grammig, Joachim
1
Hafner, Christian M.
1
Henry, S. G. B.
1
Heravi, Saeed M.
1
Herguera, Iñigo
1
Hlávka, Zdeněk
1
Hoffmann, Marc
1
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Institution
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Centre for Quantitative Economics & Computing
European University Institute / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
National Bureau of Economic Research
626
Ekonomiska forskningsinstitutet <Stockholm>
47
Forschungsinstitut zur Zukunft der Arbeit
32
Springer Fachmedien Wiesbaden
29
Internationaler Währungsfonds / Research Department
26
Birkbeck College / Department of Economics
20
Institut für Weltwirtschaft
15
Federal Reserve System / Board of Governors
14
Centre for Analytical Finance <Århus>
12
Verlag Dr. Kovač
12
University of Oxford / Institute of Economics and Statistics
11
Federal Reserve System / Division of Research and Statistics
10
Institut für Höhere Studien
10
Umeå universitet
10
Universität Mannheim
10
Centre for Economic Policy Research
9
Friedrich-Schiller-Universität Jena
9
University of Exeter / Department of Economics
9
Centre for Economic Performance
8
Christian-Albrechts-Universität zu Kiel
8
Goethe-Universität Frankfurt am Main
8
Rodney L. White Center for Financial Research
8
Trinity College Dublin / Department of Economics
8
University of Reading / Department of Economics
8
World Bank
8
Eric Cuvillier <Firma>
7
Federal Reserve Bank of San Francisco
7
International Monetary Fund
7
The Wharton Financial Institutions Center
7
Center for Economic Research <Tilburg>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Deutschland / Bundeswehr / Universität Hamburg
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Institute of Finance and Accounting <London>
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
Umeå Universitet / Institutionen för Nationalekonomi
6
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Published in...
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Discussion papers of interdisciplinary research project 373
36
EUI working paper / ECO
12
Discussion papers in quantitative economics and computing / E
6
EUI working papers : ECO / Economics Department
1
Source
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ECONIS (ZBW)
54
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1
Is there consumption risk sharing in the EEC?
Ubide, Angel
-
1994
Persistent link: https://www.econbiz.de/10000898298
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2
A state space approach to forecasting the final vintage of revised data with an application to the index of industrial production
Patterson, Kerry D.
-
1994
Persistent link: https://www.econbiz.de/10000903013
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3
Is consumption too smooth? : The case of the United Kingdom
Patterson, Kerry D.
-
1993
Persistent link: https://www.econbiz.de/10000872967
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4
Creditor's dilemma : conditionality versus debt enforcement
Mosley, Paul
-
1993
Persistent link: https://www.econbiz.de/10000877386
Saved in:
5
Contiguous duration dependence and nonstationarity in job search : some reduced-form estimates
Belzil, Christian
-
1996
Persistent link: https://www.econbiz.de/10000938920
Saved in:
6
The accuracy of OECD forecasts for Japan
Ash, J. C. K
-
1996
Persistent link: https://www.econbiz.de/10000944091
Saved in:
7
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
Saved in:
8
Unobserved components in economic time series
Maravall Herrero, Agustín
-
1993
Persistent link: https://www.econbiz.de/10000889047
Saved in:
9
International business cycles : how much can standard theory account for?
Ravn, Morten O.
-
1993
Persistent link: https://www.econbiz.de/10000889864
Saved in:
10
Exchange rate fluctuations, market structure and the pass-through relationship
Herguera, Iñigo
-
1993
Persistent link: https://www.econbiz.de/10000865571
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