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subject:"Share price"
subject:"Stock index"
~language:"eng"
~person:"Agbeyegbe, Terence D."
~person:"Arbuzov, Viacheslav"
~person:"Arouri, Mohamed"
~type_genre:"Aufsatz im Buch"
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Agbeyegbe, Terence D.
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Lillo, Fabrizio
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Market risk and financial markets modeling
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Modeling US stock market volatility-return dependence using conditional copula and quantile regression
Agbeyegbe, Terence D.
- In:
The economics of the global environment : catastrophic …
,
(pp. 597-621)
.
2016
Persistent link: https://www.econbiz.de/10011730810
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2
Market liquidity measurement and econometric modeling
Arbuzov, Viacheslav
;
Frolova, Maria
- In:
Market risk and financial markets modeling
,
(pp. 25-36)
.
2012
Persistent link: https://www.econbiz.de/10009514459
Saved in:
3
Oil price fluctuations and equity returns in net oil-exporting countries
Arouri, Mohamed
;
Bellalah, Mondher
;
Lahiani, Amine
; …
- In:
6th International Finance Conference on Financial …
,
(pp. 135-145)
.
2011
Persistent link: https://www.econbiz.de/10009655288
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