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subject:"Estimation"
subject:"Schätzung"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~person:"Prokopczuk, Marcel"
~person:"Voges, Michelle"
~subject:"Geldpolitik"
~type_genre:"Fallstudie"
~type_genre:"Hochschulschrift"
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Estimation
Schätzung
Geldpolitik
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
Return Predictability
3
Time series analysis
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Volatility
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Volatilität
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Zeitreihenanalyse
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ARCH model
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ARCH-Modell
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Börsenkurs
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Cointegration
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Financial market
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Finanzmarkt
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Long Memory
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Theorie
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Theory
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ARMA model
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Analysis of variance
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CAPM
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Deutschland
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Extrem-Risiko
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Fractional Cointegration
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Fraktionale Kointegration
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Germany
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High-Frequency Data
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Kapitalmarkt
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Kapitalmarktforschung
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English
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Prokopczuk, Marcel
Voges, Michelle
Sibbertsen, Philipp
3
Dierkes, Maik
2
Becker, Janis
1
Bätje, Fabian
1
Dräger, Lena
1
Hollstein, Fabian
1
Menkhoff, Lukas
1
Meyer, Steffen
1
Meyer, Tobias
1
Nguyen, Duc Binh Benno
1
Puhani, Patrick A.
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Schäfer, Konrad Carsten
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Würsig, Christoph Matthias
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Gottfried Wilhelm Leibniz Universität Hannover
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ECONIS (ZBW)
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Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
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2022
Persistent link: https://www.econbiz.de/10013256100
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2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
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2018
Persistent link: https://www.econbiz.de/10012173996
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3
Essays on financial time series with a focus on high-frequency data
Becker, Janis
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2020
Persistent link: https://www.econbiz.de/10012225306
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4
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
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