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subject:"Börsenkurs"
type:"book"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~type_genre:"Non-commercial literature"
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Börsenkurs
Estimation
129
Schätzung
129
Share price
39
Theorie
34
Theory
34
Poland
23
Polen
23
Capital income
22
Kapitaleinkommen
22
Welt
21
World
21
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18
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18
Time series analysis
17
Zeitreihenanalyse
17
Deutschland
15
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15
Aktienmarkt
11
Estimation theory
11
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11
Stock market
11
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11
VAR-Modell
11
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11
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11
Emerging economies
9
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9
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9
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9
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9
Wirkungsanalyse
9
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8
Monetary policy
8
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8
Spillover-Effekt
8
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7
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7
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Graue Literatur
39
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35
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35
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3
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English
38
German
1
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Bohl, Martin T.
14
Henke, Harald
6
Ge̜bka, Bartosz
4
Linton, Oliver
3
Pesaran, M. Hashem
3
Siklos, Pierre L.
3
Voronkova, Svitlana
3
Wisniewski, Tomasz Piotr
3
Białkowski, Je̜drzej
2
Gilbert, Aaron
2
Kapetanios, George
2
Korczak, Piotr
2
Serwa, Dobromił
2
Tourani Rad, Alireza
2
Bailey, Natalia
1
Brzeszczyński, Janusz
1
Chen, Jia
1
Ding, Dexter
1
Ding, Yashuang
1
Escanciano, Juan Carlos
1
Gottschalk, Katrin
1
Havrylchyk, Olena
1
Hoderlein, Stefan
1
Ito, Ryoko
1
Jakubowski, Jacek
1
Lauterbach, Beni
1
Lewbel, Arthur
1
Li, Yu-Ning
1
Pal, Rozalia
1
Palumbo, Dario
1
Phylaktis, Kate
1
Reitz, Stefan
1
Safronov, Mikhail
1
Schiereck, Dirk
1
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1
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1
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University of Cambridge / Department of Applied Economics
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Cambridge working papers in economics
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Working paper / National Bureau of Economic Research, Inc.
89
Discussion paper / Centre for Economic Policy Research
52
CESifo working papers
46
Discussion paper / Tinbergen Institute
30
SFB 649 discussion paper
29
Working paper
27
CFS working paper series
25
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25
Research paper series / Swiss Finance Institute
22
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20
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19
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17
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11
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10
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ECONIS (ZBW)
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1
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
2
Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter
-
2021
Persistent link: https://www.econbiz.de/10013254143
Saved in:
3
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
4
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
5
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
6
Simple nonparametric estimators for the bid-ask spread in the role model
Safronov, Mikhail
;
Linton, Oliver
;
Schneeberger, Stefan
-
2016
Persistent link: https://www.econbiz.de/10011455993
Saved in:
7
Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko
-
2013
Persistent link: https://www.econbiz.de/10009737686
Saved in:
8
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
9
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem
-
2010
Persistent link: https://www.econbiz.de/10003981032
Saved in:
10
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
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