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person:"Hess, Dieter"
subject:"Börsenkurs"
~isPartOf:"Research Department working paper / Federal Reserve Bank of Dallas"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Wohar, Mark E."
~subject:"Marktmikrostruktur"
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Börsenkurs
Marktmikrostruktur
Estimation
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Schätzung
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3
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3
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3
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2
Nichtparametrisches Verfahren
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Hess, Dieter
Wohar, Mark E.
Gupta, Rangan
6
Dai, Zhifeng
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Yang, Chunpeng
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Zhou, Liyun
3
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Caporin, Massimiliano
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Seok, Sang Ik
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Xuan Vinh Vo
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Research Department working paper / Federal Reserve Bank of Dallas
The North American journal of economics and finance : a journal of financial economics studies
International review of economics & finance : IREF
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ECONIS (ZBW)
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The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
2
Why are stock prices so high? : Dividend growth or discount factor?
Balke, Nathan S.
;
Wohar, Mark E.
-
2000
Persistent link: https://www.econbiz.de/10001446210
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