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~accessRights:"free"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~type:"book"
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Kapitaleinkommen
Prognoseverfahren
Theorie
211
Theory
211
Time series analysis
164
Zeitreihenanalyse
164
Estimation theory
137
Schätztheorie
137
Volatility
101
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Estimation
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Arbeitspapier
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Christiansen, Charlotte
14
Bollerslev, Tim
9
Hillebrand, Eric
7
Teräsvirta, Timo
7
Engsted, Tom
6
Todorov, Viktor
6
Aslanidis, Nektarios
5
Borup, Daniel
5
Christensen, Bent Jesper
5
Christoffersen, Peter F.
5
Ergemen, Yunus Emre
4
Hansen, Peter Reinhard
4
Lunde, Asger
4
Nyberg, Henri
4
Pedersen, Thomas Q.
4
Proietti, Tommaso
4
Varneskov, Rasmus Tangsgaard
4
Andersen, Torben
3
Andreasen, Martin Møller
3
Boldrini, Lorenzo
3
Bredahl Kock, Anders
3
Eriksen, Jonas Nygaard
3
Exterkate, Peter
3
Grassi, Stefano
3
Hounyo, Ulrich
3
Jacobs, Kris
3
Kallestrup-Lamb, Malene
3
Kruse, Robinson
3
Lanne, Markku
3
Lee, Tae-hwy
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Møller, Stig Vinther
3
Timmermann, Allan
3
Voev, Valeri
3
Amado, Cristina
2
Amaya, Diego
2
Asgharian, Hossein
2
Bennedsen, Mikkel
2
Callot, Laurent
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CREATES research paper
NBER working paper series
790
NBER Working Paper
643
Working paper / National Bureau of Economic Research, Inc.
339
Working paper
257
CESifo working papers
213
Discussion paper / Tinbergen Institute
209
ECB Working Paper
205
Working paper series / European Central Bank
194
IMF working papers
179
Research paper series / Swiss Finance Institute
152
Finance and economics discussion series
148
Working paper / Department of Econometrics and Business Statistics, Monash University
134
Working papers
118
Econometric Institute research papers
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Discussion paper
98
Swiss Finance Institute Research Paper
91
CESifo Working Paper
90
Tinbergen Institute Discussion Paper
89
Working paper series
83
CFS working paper series
81
IMF Working Paper
79
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77
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76
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
76
SFB 649 discussion paper
73
FEDS Working Paper
71
Fisher College of Business working paper series
70
Federal Reserve Bank of Cleveland working paper series
69
Working paper / Centre for Financial Research
69
Staff working paper / Bank of Canada
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International finance discussion papers
66
Working Paper
66
Staff reports / Federal Reserve Bank of New York
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Working papers on finance
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62
Discussion papers / Deutsches Institut für Wirtschaftsforschung
58
Working paper / Norges Bank
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54
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ECONIS (ZBW)
134
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1
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
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
5
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
6
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
7
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
8
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
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9
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
10
Origins of mutual fund skill : market versus accounting based asset pricing anomalies
Christiansen, Charlotte
;
Xing, Ran
;
Xu, Yue
-
2020
-
This version: December 3, 2020
Persistent link: https://www.econbiz.de/10012433903
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