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subject:"Prognoseverfahren"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"Aktienmarkt"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Rezension"
~type_genre:"Sammelwerk"
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Prognoseverfahren
Aktienmarkt
United States
Zeitreihenanalyse
Estimation
2
Schätzung
2
Time series analysis
2
ARCH model
1
ARCH-Modell
1
Asset Pricing
1
Börsenkurs
1
Capital income
1
Cointegration
1
Deutschland
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
Fraktionale Kointegration
1
Germany
1
Kapitaleinkommen
1
Kapitalmarktforschung
1
Kointegration
1
Long Memory
1
Return Predictability
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Saisonale Schwankungen
1
Saisonales langes Gedächtnis
1
Saisonkomponente
1
Seasonal component
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Seasonal variations
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Semiparametrisch Schätzen und Testen
1
Share price
1
Tail Risk
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
volatility
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Rezension
Sammelwerk
Hochschulschrift
5
Graue Literatur
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Non-commercial literature
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Dierkes, Maik
1
Dräger, Lena
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Nguyen, Duc Binh Benno
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Prokopczuk, Marcel
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Sibbertsen, Philipp
1
Voges, Michelle
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Gottfried Wilhelm Leibniz Universität Hannover
National Bureau of Economic Research
4
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bundesinstitut für Bevölkerungsforschung
1
Christian-Albrechts-Universität zu Kiel
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Research in Business Cycles <1998, Stanford, Calif.>
1
Conference on Research in Income and Wealth
1
Deutsche Gesellschaft für Bevölkerungswissenschaft / Arbeitskreis Bevölkerungswissenschaftliche Methoden
1
Economic Policy Conference <33, 2008, Saint Louis, Mo.>
1
Federal Reserve Bank of St. Louis
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Ifo Institut
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
1
Russell Sage Foundation
1
Statistische Woche <2000, Nürnberg>
1
Tennessee Agricultural Experiment Station
1
Thailand Econometric Society
1
USA / Department of Energy
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USA / Social Security Advisory Board
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ECONIS (ZBW)
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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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2
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
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