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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Guo, Hui"
~person:"Rangvid, Jesper"
~subject:"Europäisches Währungssystem"
~type:"book"
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Volatilität
Zeitreihenanalyse
Europäisches Währungssystem
Estimation
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5
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5
USA
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Caporin, Massimiliano
Guo, Hui
Rangvid, Jesper
McAleer, Michael
16
Mumtaz, Haroon
11
Neely, Christopher J.
6
Theodoridis, Konstantinos
6
Österholm, Pär
6
Chang, Chia-Lin
5
Escribano, Álvaro
4
Kapetanios, George
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Nguyen, Hoang
4
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3
Doz, Catherine
3
Engsted, Tom
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
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Raunig, Burkhard
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Roengchai Tansuchat
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Sherris, Michael
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Sørensen, Carsten
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Tripier, Fabien
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Ungolo, Francesco
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Valenti, Daniele
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Zhou, Yuxin
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Asai, Manuabu
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ECONIS (ZBW)
6
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1
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:
2
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:
3
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:
4
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:
5
Common stochastic trends in a system of shadow exchange rates
Rangvid, Jesper
;
Sørensen, Carsten
-
1998
Persistent link: https://www.econbiz.de/10000989517
Saved in:
6
Determinants of the implied fundamentals from a target zone
Rangvid, Jesper
;
Sørensen, Carsten
-
1997
Persistent link: https://www.econbiz.de/10000977528
Saved in:
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