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~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
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Lütkepohl, Helmut
21
Härdle, Wolfgang
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Saikkonen, Pentti
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Gil-Alaña, Luis A.
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Föllmer, Hans
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Breitung, Jörg
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Güth, Werner
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Lanne, Markku
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Bank, Peter
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Engelmann, Dirk
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Gapeev, P. V.
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Grund, Birgit
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
National Bureau of Economic Research
8,338
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602
Edward Elgar Publishing
444
European Commission / Joint Research Centre
313
Ekonomiska forskningsinstitutet <Stockholm>
284
IGI Global
283
Center for Economic Research <Tilburg>
280
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258
European University Institute / Department of Economics
251
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239
World Bank
205
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168
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149
Centre for Economic Policy Research
143
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
142
Umeå universitet
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Foerder Institute for Economic Research <Tēl-Āvîv>
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
108
University of Exeter / Department of Economics
107
Social Systems Research Institute
104
Organisation for Economic Co-operation and Development
103
European Parliament / Directorate-General for Internal Policies of the Union
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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European Central Bank
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Columbia University / Department of Economics
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Econometrisch Instituut <Rotterdam>
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Federal Reserve System / Division of Research and Statistics
77
De Gruyter Oldenbourg
74
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Discussion papers of interdisciplinary research project 373
261
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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ECONIS (ZBW)
262
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1
Time varying market price of risk in the CAPM approaches, empirical evidence and implications
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001377689
Saved in:
2
Robust adaptive estimation of dimension reduction space
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001918932
Saved in:
3
Selfinformative limits of bayes estimates and generalized maximum likelihood
Bunke, Olaf
(
contributor
);
Johannes, Jan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919013
Saved in:
4
Markovian short rates in a forward rate model with a general class of Lévy processes
Küchler, Uwe
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919022
Saved in:
5
Trending time-varying coefficient models with serially correlated errors
Cai, Zongwu
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919034
Saved in:
6
On oscillations of the geometric Brownian motion with time delayed drift
Gushchin, Alexander A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919051
Saved in:
7
Noise induced oscillation in solutions of stochastic delay differential equations
Appleby, John A. D.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919070
Saved in:
8
Correlation risk premia for multi-asset equity options
Fengler, Matthias R.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919088
Saved in:
9
Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay
(
contributor
);
Weber, Stefan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919109
Saved in:
10
On integrals with respect to Lévy processes
Küchler, Uwe
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919126
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