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subject:"Share price"
subject:"Stock index"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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Share price
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Prognoseverfahren
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Brooks, Chris
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Hagerud, Gustaf E.
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Nydahl, Stefan
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Ash, J. C. K
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Centre for Quantitative Economics & Computing
Chambre de commerce et d'industrie de Paris
Ekonomiska forskningsinstitutet <Stockholm>
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200
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12
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel
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Federal Reserve Bank of Cleveland
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Institute of European Finance <Bangor, Gwynedd>
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Working paper series in economics and finance
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Les cahiers de recherche / HEC Paris
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ECONIS (ZBW)
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1
A nonlinear time series model of El Niño
Hall, Anthony D.
;
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994162
Saved in:
2
Rational bubbles and fractional alternatives
Eklund, Bruno
;
Nydahl, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000995305
Saved in:
3
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
Saved in:
4
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984774
Saved in:
5
A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael
;
Urga, Giovanni
-
1998
Persistent link: https://www.econbiz.de/10000986989
Saved in:
6
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
7
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959364
Saved in:
8
Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959372
Saved in:
9
Trading volume and autocorrelation : empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik
-
1997
Persistent link: https://www.econbiz.de/10000971380
Saved in:
10
Openness and the exchange rate exposure of national stock markets : a note
Friberg, Richard
;
Nydahl, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000971403
Saved in:
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