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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Investment management and financial innovations"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Stock market"
~subject:"Welt"
~type_genre:"Working Paper"
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Capital income
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Estimation
79
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Poland
23
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Bohl, Martin T.
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He, Xue-zhong
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Henke, Harald
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Gilbert, Aaron
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Investment management and financial innovations
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
396
CESifo working papers
304
Discussion paper / Centre for Economic Policy Research
243
Discussion paper series / IZA
128
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70
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66
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59
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1
Trading heterogeneity under information uncertainty
He, Xue-zhong
;
Zheng, Huanhuan
-
2016
Persistent link: https://www.econbiz.de/10011778029
Saved in:
2
The adaptiveness in stock markets : testing the stylized facts in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
-
Latest version: September 1, 2015
Persistent link: https://www.econbiz.de/10011777493
Saved in:
3
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
4
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
5
Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
-
2012
Persistent link: https://www.econbiz.de/10009626036
Saved in:
6
Consistent modeling of VIX and equity derivatives using a 3, 2 plus jumps model
Baldeaux, Jan
;
Badran, Alexander
-
2012
Persistent link: https://www.econbiz.de/10009564457
Saved in:
7
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2010
Persistent link: https://www.econbiz.de/10008662204
Saved in:
8
Using dynamic copulae for modeling dependency in currency denominations of a diversifed world stock index
Ignatieva, Katja
;
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663090
Saved in:
9
Adaptive forecasting of exchange rates with panel data
Morales-Arias, Leonardo
;
Dross, Alexander
-
2010
Persistent link: https://www.econbiz.de/10009564651
Saved in:
10
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
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