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subject:"ARCH model"
~person:"Anoop, Patil"
~person:"Szilágyi, Péter G."
~type_genre:"Conference paper"
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ARCH model
ARCH-Modell
2
Capital income
2
Kapitaleinkommen
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ARCH
1
Aktienmarkt
1
Asymmetric volatility
1
Brent oil
1
Börsenkurs
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GARCH
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Handelsvolumen der Börse
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Return volume dependence
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Anoop, Patil
Szilágyi, Péter G.
Algaba, Andres
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Catania, Leopoldo
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Deshmukh, Pranay
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Hussain, Saiful Izzuan
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Li, Steven
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Australasian accounting business and finance journal : AABF
1
Energy economics
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ECONIS (ZBW)
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Liquidity, surprise volume and return premia in the oil market
Batten, Jonathan A.
;
Kinateder, Harald
;
Szilágyi, Péter G.
- In:
Energy economics
77
(
2019
),
pp. 93-104
Persistent link: https://www.econbiz.de/10012306351
Saved in:
2
Analyzing the impact of demonetization on the Indian stock market : sectoral evidence using GARCH model
Anoop, Patil
;
Parab, Narayan
;
Reddy, Y. V.
- In:
Australasian accounting business and finance journal : AABF
12
(
2018
)
2
,
pp. 104-116
Persistent link: https://www.econbiz.de/10011921885
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