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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"European economic review : EER"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper series / European Central Bank"
~person:"Haas, Markus"
~subject:"Monetary policy"
~subject:"Schock"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Volatility
Monetary policy
Schock
ARCH model
2
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Capital income
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Estimation
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Kapitaleinkommen
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Aktienmarkt
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Haas, Markus
Gupta, Rangan
10
Kang, Sang Hoon
5
Mensi, Walid
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Pierdzioch, Christian
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Zhu, Huiming
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Hau, Liya
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Wohar, Mark E.
4
Al-Yahyaee, Khamis Hamed
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Bekiros, Stelios
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Jawadi, Fredj
3
Ji, Qiang
3
Mumtaz, Haroon
3
Xuan Vinh Vo
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Balcilar, Mehmet
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Chevallier, Julien
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Ho, Kin-Yip
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Hurn, Stan
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Kamada, Koichiro
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Kim, Dong H.
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Kim, Jong-Min
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Li, Leon
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Lien, Da-hsiang Donald
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Liu, Qiang
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Lucey, Brian M.
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Nonejad, Nima
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Ratto, Marco
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Račev, Svetlozar T.
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European economic review : EER
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
Working paper series / European Central Bank
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
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A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns
Haas, Markus
;
Liu, Ji-Chun
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011897499
Saved in:
2
Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
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