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subject:"Schock"
subject:"Volatilität"
~person:"Abbott, Andrew James"
~person:"Jung, Robert"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Thesis"
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Schock
Volatilität
Estimation
10
Schätzung
10
Volatility
5
Aktienmarkt
4
Deutschland
4
Germany
4
Stock market
4
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
Spillover effect
3
Spillover-Effekt
3
Autocorrelation
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Autokorrelation
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Estimation theory
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International financial market
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Internationaler Finanzmarkt
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Schätztheorie
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Theory
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USA
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United States
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1973-1990
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ARCH-Modell
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Aktienindex
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Asia
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Asien
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Cointegration
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Contagion
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Count data
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Aufsatz in Zeitschrift
Conference paper
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Non-commercial literature
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English
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Abbott, Andrew James
Jung, Robert
Gupta, Rangan
72
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
Pierdzioch, Christian
26
McAleer, Michael
24
Todorov, Viktor
24
Wohar, Mark E.
24
Bollerslev, Tim
22
Bouri, Elie
22
Balcilar, Mehmet
21
Tiwari, Aviral Kumar
21
Xuan Vinh Vo
21
Caporale, Guglielmo Maria
20
Kumar, Dilip
20
Gil-Alaña, Luis A.
18
Apergēs, Nikolaos
16
Kang, Sang Hoon
16
Mensi, Walid
16
Rashid, Abdul
16
Asai, Manabu
15
Belke, Ansgar
14
Brooks, Robert
14
Hammoudeh, Shawkat
14
Li, Jia
14
Wang, Yudong
14
Wei, Yu
14
Andersen, Torben
13
Chiang, Thomas C.
13
Lee, Chien-chiang
13
Mumtaz, Haroon
13
Tauchen, George Eugene
13
Yoon, Seong-min
13
Zhu, Huiming
13
Caporin, Massimiliano
12
Demirer, Rıza
12
Hegerty, Scott W.
12
Ji, Qiang
12
Malik, Farooq
12
McMillan, David G.
12
Narayan, Paresh Kumar
12
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Institution
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Universität Erfurt <1994-> / Staatswissenschaftliche Fakultät
1
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Journal of applied econometrics
1
Journal of banking & finance
1
Journal of international money and finance
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ECONIS (ZBW)
5
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1
Econometric analysis of international financial markets
Dimpfl, Thomas
-
2010
Persistent link: https://www.econbiz.de/10008856799
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
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:
4
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:
5
An investigation into the influence of exchange rate variability on UK export volumes and prices
Abbott, Andrew James
-
1999
Persistent link: https://www.econbiz.de/10001403926
Saved in:
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