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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Guo, Hui"
~person:"Rangvid, Jesper"
~subject:"Prognoseverfahren"
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Volatilität
Zeitreihenanalyse
Prognoseverfahren
Estimation
9
Schätzung
9
Capital income
5
Kapitaleinkommen
5
USA
5
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5
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4
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9
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9
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Caporin, Massimiliano
Guo, Hui
Rangvid, Jesper
McAleer, Michael
17
Mumtaz, Haroon
11
Neely, Christopher J.
9
Kapetanios, George
7
Österholm, Pär
7
Chang, Chia-Lin
6
Theodoridis, Konstantinos
6
Escribano, Álvaro
5
McCracken, Michael W.
5
Kiss, Tamás
4
Manera, Matteo
4
Nguyen, Hoang
4
Savickas, Robert
4
Blazsek, Szabolcs
3
Doz, Catherine
3
Engsted, Tom
3
Erdemlioglu, Deniz
3
Franses, Philip Hans
3
Licht, Adrian
3
Allen, David E.
2
Amburgey, Aaron
2
Asai, Manabu
2
Białkowski, Je̜drzej
2
Chortareas, Georgios E.
2
Christiansen, Charlotte
2
Cipollini, Andrea
2
Clark, Todd E.
2
Gourier, Elise
2
Guidolin, Massimo
2
Honoré, Peter
2
Karlsson, Sune
2
Laurent, Sébastien
2
Poon, Aubrey
2
Raunig, Burkhard
2
Roengchai Tansuchat
2
Scharth, Marcel
2
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2
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4
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ECONIS (ZBW)
9
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date (oldest first)
1
Understanding stock return predictability
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
-
Rev.
Persistent link: https://www.econbiz.de/10003739712
Saved in:
2
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:
3
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:
4
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:
5
Time-varying risk premia and the cross section of stock returns
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
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
Predicting ERM exchange rates during times of currency turmoils : the 1992 - 1993 crises and fundamentals
Rangvid, Jesper
-
1997
Persistent link: https://www.econbiz.de/10000965746
Saved in:
9
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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