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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Guo, Hui"
~person:"Rangvid, Jesper"
~person:"Ungolo, Francesco"
~type:"book"
~type_genre:"Working Paper"
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Volatilität
Zeitreihenanalyse
Estimation
11
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Capital income
5
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Caporin, Massimiliano
Guo, Hui
Rangvid, Jesper
Ungolo, Francesco
McAleer, Michael
16
Mumtaz, Haroon
11
Neely, Christopher J.
6
Theodoridis, Konstantinos
6
Österholm, Pär
6
Chang, Chia-Lin
5
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4
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4
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4
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3
Doz, Catherine
3
Erdemlioglu, Deniz
3
Kiss, Tamás
3
Licht, Adrian
3
Manera, Matteo
3
Savickas, Robert
3
Allen, David E.
2
Asai, Manabu
2
Chortareas, Georgios E.
2
Christiansen, Charlotte
2
Franses, Philip Hans
2
Gourier, Elise
2
Honoré, Peter
2
Karlsson, Sune
2
Laurent, Sébastien
2
Raunig, Burkhard
2
Roengchai Tansuchat
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Sørensen, Carsten
2
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Zhou, Yuxin
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ECONIS (ZBW)
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1
Estimation, comparison and projection of multi-factor age-cohort affine mortality models
Ungolo, Francesco
;
Garces, Len Patrick Dominic M.
; …
-
2023
-
[Revision]
Persistent link: https://www.econbiz.de/10014458542
Saved in:
2
Multi-factor, age-cohort, affine mortality models : a multi-country comparison
Ungolo, Francesco
;
Sherris, Michael
;
Zhou, Yuxin
-
2021
Persistent link: https://www.econbiz.de/10012628986
Saved in:
3
The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003740047
Saved in:
4
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
5
On the cross of conditionally expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
Saved in:
6
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
7
Common stochastic trends in a system of shadow exchange rates
Rangvid, Jesper
;
Sørensen, Carsten
-
1998
Persistent link: https://www.econbiz.de/10000989517
Saved in:
8
Determinants of the implied fundamentals from a target zone
Rangvid, Jesper
;
Sørensen, Carsten
-
1997
Persistent link: https://www.econbiz.de/10000977528
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