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subject:"Time series analysis"
subject:"Volatilität"
~isPartOf:"Journal of international money and finance"
~person:"Chen, Jian"
~person:"Clements, Adam"
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Time series analysis
Volatilität
Estimation
2
Schätzung
2
Volatility
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Aktienmarkt
1
Börsenkurs
1
Capital income
1
China
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Chinese stock market
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Cointegration
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Forecasting model
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Fractional cointegration
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ICAPM
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Implied volatility
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Kapitaleinkommen
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Kointegration
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Liquidity risk
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News arrival
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Prognoseverfahren
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Return predictability
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Risikoprämie
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Chen, Jian
Clements, Adam
Caporale, Guglielmo Maria
3
Ali, Faek Menla
2
MacDonald, Ronald
2
Sornette, Didier
2
Spagnolo, Nicola
2
Vu, Nam T.
2
Ahmed Hannan, Swarnali
1
Amano, Robert A.
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Ames, Matthew
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Arezki, Rabah
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Ataurima Arellano, Miguel
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Chen, Xiaoshan
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1
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1
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1
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1
Christopulos, Dēmētrēs K.
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Journal of international money and finance
NCER working paper series
4
Applied economics letters
1
Applied financial economics
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
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ECONIS (ZBW)
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International volatility risk and Chinese stock return predictability
Chen, Jian
;
Jiang, Fuwei
;
Liu, Yangshu
;
Tu, Jun
- In:
Journal of international money and finance
70
(
2017
),
pp. 183-203
Persistent link: https://www.econbiz.de/10011752322
Saved in:
2
Common trends in global volatility
Clements, Adam
;
Hurn, Stan
;
Volkov, V. V.
- In:
Journal of international money and finance
67
(
2016
),
pp. 194-214
Persistent link: https://www.econbiz.de/10011711615
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