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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Timmermann, Allan"
~subject:"Deutschland"
~subject:"Volatilität"
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Portfolio-Management
United States
Deutschland
Volatilität
Theorie
7
Theory
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Capital income
3
Kapitaleinkommen
3
USA
3
Estimation
2
Markov chain
2
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Schätzung
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Time series analysis
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1892-1995
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1897-1996
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Black-Scholes model
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English
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Timmermann, Allan
Linton, Oliver
3
Ortalo-Magné, François
3
Sentana, Enrique
3
Allen, Franklin
2
Brunnermeier, Markus Konrad
2
Gale, Douglas
2
Hart, Oliver D.
2
Luttmer, Erzo Gerrit Jan
2
Moore, John
2
Rady, Sven
2
Sullivan, Ryan
2
White, Halbert
2
Beckers, Stan
1
Black, Jane M.
1
Board, John L. G.
1
Bray, Margaret
1
Carletti, Elena
1
Cerasi, Vittoria
1
Connor, Gregory
1
Curds, Ross
1
Daltung, Sonja
1
Daníelsson, Jón
1
Davis, E. Philip
1
Dēmos, Antōnēs A.
1
Evans, Martin D. D.
1
Frey, Rüdiger
1
Gomes, Francisco J.
1
Goodhart, Charles A. E.
1
Grafe, Clemens
1
Hartmann, Philipp
1
Harvey, Andrew C.
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Henry, Mark S.
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Hoffmann-Burchadi, Ulrike
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Huang, Haizhou
1
Kim, Woocheol
1
Mariotti, Thomas
1
Michaelides, Alexander G.
1
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Discussion paper series / LSE Financial Markets Group
Discussion paper / Centre for Economic Policy Research
8
Discussion paper / Department of Economics, University of California San Diego
5
CESifo working papers
2
Discussion paper in financial economics : FE
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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The economic journal : the journal of the Royal Economic Society
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The review of financial studies
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Working paper series / Charles University, Center for Economic Research and Graduate Education ; Academy of Sciences of the Czech Republic, Economics Institute, CERGE-EI
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ECONIS (ZBW)
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Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000168054
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2
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994249
Saved in:
3
The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994251
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