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subject:"Schock"
subject:"Volatilität"
~institution:"Birkbeck College / Department of Economics"
~subject:"Deutschland"
~subject:"United Kingdom"
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Volatilität
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Estimation
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Sola, Martin
3
Davies, Hugh
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Gylfi Zoega
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Orszag, Jonathan Michael
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Peronaci, Romana
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Wall, Howard J.
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Coakley, Jerry
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Dacco, Roberto
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Birkbeck College / Department of Economics
National Bureau of Economic Research
276
Forschungsinstitut zur Zukunft der Arbeit
110
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
61
Zentrum für Europäische Wirtschaftsforschung
51
Springer Fachmedien Wiesbaden
45
Institut für Weltwirtschaft
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Deutsches Institut für Wirtschaftsforschung
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Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
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Verlag Dr. Kovač
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Friedrich-Schiller-Universität Jena
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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University of Oxford / Institute of Economics and Statistics
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Christian-Albrechts-Universität zu Kiel
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Bonn Graduate School of Economics
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Shaker Verlag
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Agricultural Land Markets - Efficiency and Regulation
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ECONIS (ZBW)
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
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12
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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