Analyzing and Exploiting Asymmetries in the News Impact Curve
Year of publication: |
2006-06-01
|
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Authors: | Haas, Markus ; Mittnik, Stefan ; Paolella, Marc S. ; Steude, Sven C. |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Ökonometrie | econometrics | Leverage-Effekt | GARCH-Prozess |
Extent: | 531456 bytes 27 p. application/pdf |
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Series: | Working Paper ; 256 (2006) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; G10 - General Financial Markets. General ; Financial theory ; Econometrics ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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