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person:"Di Giovanni, Julian"
subject:"Volatilität"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Asai, Manabu"
~person:"Chan, Joshua"
~source:"econis"
~subject:"Zustandsraummodell"
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Volatilität
Zustandsraummodell
ARCH model
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ARCH-Modell
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Autocorrelation
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Brasilien
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Brazil
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Börsenkurs
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Capital income
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Handelsvolumen der Börse
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Di Giovanni, Julian
Asai, Manabu
Chan, Joshua
Gupta, Rangan
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Zhu, Huiming
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Kang, Sang Hoon
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Mensi, Walid
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Nonejad, Nima
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Wohar, Mark E.
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Xuan Vinh Vo
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Al-Yahyaee, Khamis Hamed
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The North American journal of economics and finance : a journal of financial economics studies
CAMA working paper series
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Econometric Institute research papers
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Econometric reviews
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Discussion paper / Tinbergen Institute
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Journal of econometrics
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
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