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source:"econis"
subject:"Kapitaleinkommen"
~person:"Agbeyegbe, Terence D."
~person:"Bingham, Nick H."
~person:"Bond, Shaun A."
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
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Kapitaleinkommen
Capital income
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Estimation
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1984-1997
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Aktienindex
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Aktienmarkt
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Großbritannien
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Multivariate Analyse
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Share price
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Statistische Verteilung
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Agbeyegbe, Terence D.
Bingham, Nick H.
Bond, Shaun A.
Friedmann, Ralph
2
Grammig, Joachim
2
Hujer, Reinhard
2
Kao, Tzu-Chuan
2
Lin, Chu-Hsiung
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Markides, Constantinos C.
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Sanddorf-Köhle, Walter G.
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Shapovalova, Kateryna
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Subbotin, Alexander
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Acatrinei, Marius
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Adamczak, Anna
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Alcock, Jamie
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BenMabrouk, Houda
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Bianchi, Robert
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Boubaker, Sabri
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Forecasting volatility in the financial markets
1
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
1
The economics of the global environment : catastrophic risks in theory and policy
1
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ECONIS (ZBW)
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Modeling US stock market volatility-return dependence using conditional copula and quantile regression
Agbeyegbe, Terence D.
- In:
The economics of the global environment : catastrophic …
,
(pp. 597-621)
.
2016
Persistent link: https://www.econbiz.de/10011730810
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An econometric model of downside risk
Bond, Shaun A.
- In:
Forecasting volatility in the financial markets
,
(pp. 301-331)
.
2007
Persistent link: https://www.econbiz.de/10003873001
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3
Interplay between distributional and temporal dependence : an empirical study with high-frequency asset returns
Bingham, Nick H.
;
Schmidt, Rafael
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 69-90)
.
2006
Persistent link: https://www.econbiz.de/10003287150
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