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subject:"Sozialer Indikator"
~isPartOf:"Finance research letters"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Market microstructure"
~subject:"Measurement"
~subject:"Messung"
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Sozialer Indikator
Market microstructure
Measurement
Messung
USA
150
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90
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90
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50
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50
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43
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42
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Feenstra, Robert C.
11
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8
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6
Ravallion, Martin
6
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5
Rigobón, Roberto
5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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3
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3
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3
Feng, Shuaizhang
3
Goldberg, Pinelopi K.
3
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3
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3
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3
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2
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2
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2
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2
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Finance research letters
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283
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159
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141
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ECONIS (ZBW)
352
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1
Worst-case higher moment risk measure : addressing distributional shifts and procyclicality
Castro Iragorri, Carlos Alberto
;
Gómez, Fabio
; …
- In:
Finance research letters
65
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014564284
Saved in:
2
The Piggy Bank Index : an intuitive risk measure to assess liquidity and capital adequacy in banks
González, Oliver
;
Keddad, Benjamin
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490272
Saved in:
3
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
4
Measuring DeFi risk
Bertomeu, Jeremy
;
Martin, Xiumin
;
Sall, Ibrahima
- In:
Finance research letters
63
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531559
Saved in:
5
Does energy poverty moderate the impact of economic freedom on the quality of life in Africa? : a panel quantile via moment approach
Johan, Sofia Atiqah
;
Sakariyahu, Rilwan
;
Lawal, Rodiat
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014631667
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6
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
7
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
8
Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
Saved in:
9
Coherent measure of portfolio risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
Saved in:
10
Bounding the predictive values of COVID-19 antibody tests
Manski, Charles F.
-
2020
Persistent link: https://www.econbiz.de/10012238045
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