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subject:"Forecasting model"
subject:"Stock market"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"University of Exeter / Department of Economics"
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
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Forecasting model
Stock market
ARCH-Modell
Börsenkurs
Estimation
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Capital income
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Prokopczuk, Marcel
3
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1
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Gottfried Wilhelm Leibniz Universität Hannover
University of Exeter / Department of Economics
National Bureau of Economic Research
173
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Institut für Weltwirtschaft
9
Ekonomiska forskningsinstitutet <Stockholm>
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University of Canterbury / Dept. of Economics and Finance
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Birkbeck College / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel
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Shaker Verlag
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Chambre de commerce et d'industrie de Paris
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Federal Reserve Bank of Cleveland
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Institute of European Finance <Bangor, Gwynedd>
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ECONIS (ZBW)
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Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
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
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
3
Empirical essays on stock return predictability using macroeconomic variables and technical indicators
Bätje, Fabian
-
2017
Persistent link: https://www.econbiz.de/10012123337
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4
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
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5
The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F.
;
Sanchez-Valle, René
-
1998
Persistent link: https://www.econbiz.de/10000998646
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6
Tests of structural stability of risk premia and returns relationships
Karanikas, Evangelos
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980793
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7
Why does the ratio of book to market value of equity explain cross-section stock returns?
Bulkley, George
;
Harris, Richard D. F.
-
1996
Persistent link: https://www.econbiz.de/10000943015
Saved in:
8
Forecasting inflation from the term structure
Tzavalis, Elias
;
Wickens, Michael R.
-
1995
Persistent link: https://www.econbiz.de/10000939712
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