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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~isPartOf:"Journal of investment management : JOIM"
~person:"Ammann, Manuel"
~person:"Mittnik, Stefan"
~subject:"Rendite"
~subject:"Theory"
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Kapitaleinkommen
Rendite
Theory
Estimation
8
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Theorie
5
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4
Germany
4
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Ammann, Manuel
Mittnik, Stefan
Carstensen, Kai
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Hansen, Gerd
3
Paolella, Marc S.
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Račev, Svetlozar T.
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
Journal of investment management : JOIM
CFS working paper series
8
Working papers on finance
8
Swiss journal of economics and statistics
4
Journal of banking & finance
2
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
1
Annals of finance
1
Applied financial economics
1
Asia-Pacific financial markets
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Diskussionsarbeit
1
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1
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
Essays on factor investing and social trading
1
Essays on institutional asset management and financial markets
1
Handbook of heavy tailed distributions in finance
1
Handbuch Alternative Investments ; Bd. 1
1
Journal of economic behavior & organization : JEBO
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of asset management
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
University of St. Gallen, School of Finance Research Paper
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ECONIS (ZBW)
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1
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6
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1
Has hedge fund alpha disappeared?
Ammann, Manuel
;
Huber, Otto
;
Schmid, Markus M.
- In:
Journal of investment management : JOIM
9
(
2011
)
1
,
pp. 50-71
Persistent link: https://www.econbiz.de/10008908873
Saved in:
2
Lower-boundary violations and market efficiency : evidence from the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
-
1999
Persistent link: https://www.econbiz.de/10001410538
Saved in:
3
Time series evidence on the non-linearity hypothesis for public spending
Mittnik, Stefan
;
Neumann, Thorsten
-
1999
Persistent link: https://www.econbiz.de/10001557002
Saved in:
4
The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1998
Persistent link: https://www.econbiz.de/10001410540
Saved in:
5
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
6
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
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