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accessRights:"free"
type_genre:"Article in journal"
~person:"Altin, Hakan"
~person:"Belasri, Yassine"
~person:"Emec, Hamdi"
~subject:"Capital income"
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Capital income
ARCH model
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ARCH-Modell
3
Estimation theory
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Kapitaleinkommen
3
Schätztheorie
3
Volatility
3
Volatilität
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Estimation
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Kraft and Kroner
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Multivariate Generalized Autoregressive Conditional Heteroskedasticity
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Altin, Hakan
Belasri, Yassine
Emec, Hamdi
Reschenhofer, Erhard
2
Abadir, Karim Maher
1
Alagidede, Imhotep Paul
1
Alfelt, Gustav
1
Allen, David E.
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Alp, Ozge Sezgin
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Atoi, Ngozi V.
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Barai, Parama
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Becker, Ralf
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Benjlijel, Bacem
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Bodnar, Taras
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Cademártori Rosso, David
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Caldeira, João F.
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Calonaci, Fabio
1
Cheng, Tingting
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Clements, Adam
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Curci, Roberto
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Cuñado Eizaguirre, Juncal
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Davies, Robert
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Debnath, Pradip
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Dwarika, Nitesha
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Ecker, Frank
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Einmahl, John H. J.
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Ejaz, Abdullah
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Fang, Ming
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Frahm, Gabriel
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Francis, Jennifer
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Gao, Jiti
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International journal of economics and financial issues : IJEFI
1
International journal of sustainable economies management : IJSEM ; an official publication of the Information Resources Management Association
1
Iranian economic review : journal of University of Tehran
1
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ECONIS (ZBW)
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Volatility analysis in international indices
Altin, Hakan
- In:
International journal of sustainable economies …
11
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014290701
Saved in:
2
The stock returns volatility based on the GARCH (1,1) model : the superiority of the truncated standard normal distribution in forecasting volatility
Gulay, Emrah
;
Emec, Hamdi
- In:
Iranian economic review : journal of University of Tehran
23
(
2019
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10012152550
Saved in:
3
Estimation of volatility and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
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