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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Chung, Huimin"
~person:"Clements, Adam"
~subject:"Capital income"
~subject:"Monetary policy"
~subject:"Risikomaß"
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Kapitaleinkommen
Capital income
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Chung, Huimin
Clements, Adam
Gupta, Rangan
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Fabozzi, Frank J.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Discussion paper and working paper series / QUT School of Economics and Finance
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of empirical finance
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ECONIS (ZBW)
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A value-at-risk analysis of carry trades using skew-GARCH models
Wang, Yu-jen
;
Chung, Huimin
;
Guo, Jia-hau
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
4
,
pp. 439-459
Persistent link: https://www.econbiz.de/10009787972
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2
Semi-parametric forecasting of realized volatility
Becker, Ralf
;
Clements, Adam
;
Hurn, Stan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009521204
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