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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~person:"Heckman, James J."
~person:"Pesaran, M. Hashem"
~person:"Schotman, Peter C."
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
~subject:"Modellierung"
~subject:"Theorie"
~subject:"USA"
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EU-Staaten
Volatility
ARCH-Modell
Aktienmarkt
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Estimation
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1994-2004
1
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Heckman, James J.
Pesaran, M. Hashem
Schotman, Peter C.
Karanasos, Menelaos
3
Nelson, Charles R.
3
Tzavalis, Elias
3
Baillie, Richard
2
Brockman, Paul
2
Caporin, Massimiliano
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Cho, Dooyeon
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Conrad, Christian
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Dendramis, Yiannis
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Dijk, Dick van
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Hur, Jungshik
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Leybourne, Stephen James
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Opschoor, Anne
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Perez, M. Fabricio
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Wel, Michel van der
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Journal of empirical finance
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25
Discussion paper series / IZA
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What does a term structure model imply about very long-term interest rates?
Balter, Anne G.
;
Pelsser, Antoon André Jean
;
Schotman, …
- In:
Journal of empirical finance
62
(
2021
),
pp. 202-219
Persistent link: https://www.econbiz.de/10012693395
Saved in:
2
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Saved in:
3
Non-syncronous trading and testing for market integration in Central European emerging markets
Schotman, Peter C.
;
Zalewska-Mitura, Anna
- In:
Journal of empirical finance
13
(
2006
)
4/5
,
pp. 462-494
Persistent link: https://www.econbiz.de/10003370858
Saved in:
4
Market timing and return prediciton under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
Saved in:
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