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subject:"ARCH model"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Nguyen, Duc Khuong"
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ARCH model
Capital income
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Kapitaleinkommen
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ARCH-Modell
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Börsenkurs
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Long memory
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Emerging economies
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Nguyen, Duc Khuong
Aloui, Chaker
2
Chkili, Walid
2
Filis, George
2
Wagner, Niklas F.
2
Aboura, Sofiane
1
Akhtaruzzaman, Md.
1
Alshater, Muneer Maher
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Antell, Jan
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Ané, Thierry
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Cho, Hoon
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Chun, Dohyun
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Degiannakisa, Stavros
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Easton, Steve
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El Khoury, Rim
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Faff, Robert W.
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Floros, Christos
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Kakani, Ram Kumar
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Kearney, Colm
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Kim, Sei-Wan
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Journal of international financial markets, institutions & money
Economic modelling
1
Energy economics
1
Review of accounting & finance
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The journal of applied business research
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ECONIS (ZBW)
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Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
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2
Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
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