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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The European journal of finance"
~person:"Prokopczuk, Marcel"
~subject:"Commodity market"
~subject:"Finanzmarkt"
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Capital income
Zeitreihenanalyse
Commodity market
Finanzmarkt
Theorie
7
Theory
7
CAPM
4
Beta risk
3
Betafaktor
3
Commodity derivative
3
Estimation
3
Kapitaleinkommen
3
Rohstoffderivat
3
Schätzung
3
Beta
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Persistence
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Risikoprämie
2
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Ambiguity
1
Analysis of variance
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Behavioral
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Commodity price
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Curve
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Decision under uncertainty
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Derivat
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Derivative
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Entscheidung unter Unsicherheit
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Factor analysis
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Factor models
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Faktorenanalyse
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Financial investment
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Forecasting
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Prokopczuk, Marcel
Dunis, Christian
4
Charemza, Wojciech
3
Chen, Jing
3
Jacobsen, Ben
3
Marquering, Wessel A.
3
Alfarano, Simone
2
Andriosopoulos, Dimitris
2
Chang, Eric Chieh
2
Christiansen, Charlotte
2
Chue, Timothy K.
2
Duygun, Meryem
2
Gupta, Rangan
2
Hautsch, Nikolaus
2
Hermes, Niels
2
Hollstein, Fabian
2
Hwang, Soosung
2
Hyde, Stuart
2
Kamstra, Mark J.
2
Kanioura, Athina
2
Kaserer, Christoph
2
Kirby, Chris
2
Kramer, Lisa A.
2
Lee, Bong-soo
2
Levi, Maurice D.
2
León Valle, Ángel Manuel
2
Li, Junye
2
Loperfido, Nicola
2
Ma, Jun
2
Marini, François
2
Miao, Jianjun
2
Okunev, John
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Paschke, Raphael
2
Poon, Ser-Huang
2
Post, Thierry
2
Raddant, Matthias
2
Satchell, Stephen
2
Shields, Kalvinder K.
2
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Journal of banking & finance
The European journal of finance
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
Journal of empirical finance
1
Journal of financial markets
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
5
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1
The memory of beta
Becker, Janis
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Saved in:
2
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
3
Asset prices and "the devil(s) you know"
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of banking & finance
105
(
2019
),
pp. 20-35
Persistent link: https://www.econbiz.de/10012163795
Saved in:
4
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
5
Investing in commodity futures markets : can pricing models help?
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
The European journal of finance
18
(
2012
)
1/2
,
pp. 59-87
Persistent link: https://www.econbiz.de/10009565253
Saved in:
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