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person:"Hess, Dieter"
subject:"Börsenkurs"
~isPartOf:"International review of financial analysis"
~person:"Wohar, Mark E."
~subject:"Marktmikrostruktur"
~subject:"Theorie"
~type:"article"
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Börsenkurs
Marktmikrostruktur
Theorie
Estimation
3
Schätzung
3
Capital income
2
Kapitaleinkommen
2
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2
Autocorrelation
1
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1
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1
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Estimation theory
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Hess, Dieter
Wohar, Mark E.
Ma, Feng
4
Coakley, Jerry
3
Liu, Jia
3
Al-Khazali, Osamah
2
Antonakakis, Nikolaos
2
Bouri, Elie
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
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2
Ge̜bka, Bartosz
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2
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1
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International review of financial analysis
International review of economics & finance : IREF
4
Applied economics
2
Applied financial economics
2
Finance research letters
2
Journal of macroeconomics
2
Southern economic journal
2
Economics and Business Letters : EBL
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European finance review : the official journal of the European Finance Association
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Institutional arrangements for global economic integration
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International journal of finance & economics : IJFE
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Manchester School
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The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of financial analysis
26
(
2013
),
pp. 40-50
Persistent link: https://www.econbiz.de/10009717221
Saved in:
2
The determinants of quantile autocorrelations : evidence from the UK
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of financial analysis
29
(
2013
),
pp. 51-61
Persistent link: https://www.econbiz.de/10010244128
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