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accessRights:"restricted"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chang, Kuang-Liang"
~subject:"Aktienmarkt"
~subject:"Statistische Verteilung"
~subject:"Theorie"
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Aktienmarkt
Statistische Verteilung
Theorie
Markov chain
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Markov-Kette
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Multivariate Verteilung
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Multivariate distribution
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Statistical distribution
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ARCH model
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Chang, Kuang-Liang
Arellano, Miguel Ataurima
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Cuñado Eizaguirre, Juncal
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Gupta, Rangan
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics letters
1
International review of economics & finance : IREF
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Journal of international money and finance
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ECONIS (ZBW)
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An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
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2
Does REIT index hedge inflation risk? : new evidence from the tail quantile dependences of the Markov-switching GRG copula
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 56-67
Persistent link: https://www.econbiz.de/10011878580
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