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subject:"Forecasting model"
subject:"Stock market"
~person:"Jung, Robert"
~source:"econis"
~subject:"Börsenkurs"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
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Forecasting model
Stock market
Börsenkurs
Estimation
8
Schätzung
8
Aktienmarkt
3
Capital income
3
Deutschland
3
Germany
3
Kapitaleinkommen
3
Share price
3
Volatility
3
Volatilität
3
Autocorrelation
2
Autokorrelation
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Estimation theory
2
Schätztheorie
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Spillover effect
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Spillover-Effekt
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Theorie
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Theory
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ARCH model
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ARCH-Modell
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Aktienindex
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Ansteckungseffekt
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Contagion
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Contagion effect
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Count data
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Crime
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Economics of information
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Factor analysis
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Generalisiertes lineares Modell
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Generalized linear model
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HAR-RV model
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Internationaler Finanzmarkt
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Aufsatz in Zeitschrift
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Jung, Robert
Gupta, Rangan
94
Zaremba, Adam
48
Pierdzioch, Christian
37
McMillan, David G.
36
Wohar, Mark E.
35
Narayan, Paresh Kumar
34
Ma, Feng
31
Tiwari, Aviral Kumar
29
Balcilar, Mehmet
27
Gil-Alaña, Luis A.
24
Wang, Yudong
24
Caporale, Guglielmo Maria
22
Zhang, Yaojie
22
Chiang, Thomas C.
20
Salisu, Afees A.
20
Sehgal, Sanjay
20
Jawadi, Fredj
18
McAleer, Michael
18
Bouri, Elie
17
Brooks, Robert
17
Demirer, Rıza
17
Lee, Chien-chiang
17
Cakici, Nusret
16
Kumar, Dilip
16
Todorov, Viktor
16
Nonejad, Nima
15
Wei, Yu
15
Xuan Vinh Vo
15
Bollerslev, Tim
14
Moosa, Imad A.
14
Shi, Yanlin
14
Westerlund, Joakim
14
Bali, Turan G.
13
Bohl, Martin T.
13
Marcellino, Massimiliano
13
Narayan, Seema
13
Döpke, Jörg
12
Kang, Sang Hoon
12
Long, Huaigang
12
Ryu, Doojin
12
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European financial management : the journal of the European Financial Management Association
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of international money and finance
1
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ECONIS (ZBW)
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1
Spatial panel count data : modeling and forecasting of urban crimes
Glaser, Stephanie
;
Jung, Robert
;
Schweikert, Karsten
-
2022
Persistent link: https://www.econbiz.de/10013483281
Saved in:
2
Structural breaks in volatility spillovers between international financial markets : contagion or mere interdependence?
Jung, Robert
;
Maderitsch, Robert
- In:
Journal of banking & finance
47
(
2014
),
pp. 331-342
Persistent link: https://www.econbiz.de/10010506950
Saved in:
3
Stock return autocorrelations revisited : a quantile regression approach
Baur, Dirk G.
;
Dimpfl, Thomas
;
Jung, Robert
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 254-265
Persistent link: https://www.econbiz.de/10009615707
Saved in:
4
Return and volatility linkages between the US and the German stock market
Baur, Dirk
;
Jung, Robert
- In:
Journal of international money and finance
25
(
2006
)
4
,
pp. 598-613
Persistent link: https://www.econbiz.de/10003336485
Saved in:
5
Stochastic volatility models : conditional normality versus heavy-tailed distributions
Liesenfeld, Roman
;
Jung, Robert
- In:
Journal of applied econometrics
15
(
2000
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10001474643
Saved in:
6
Testing the bivariate mixture hypothesis using German stock market data
Jung, Robert
- In:
European financial management : the journal of the …
2
(
1996
)
3
,
pp. 273-297
Persistent link: https://www.econbiz.de/10001210190
Saved in:
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