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subject:"Volatilität"
~accessRights:"restricted"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~isPartOf:"Working paper"
~isPartOf:"Working papers"
~subject:"Aktienmarkt"
~subject:"EU-Staaten"
~subject:"Kaufkraftparität"
~subject:"Prognoseverfahren"
~subject:"USA"
~type_genre:"Non-commercial literature"
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Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
-
2017
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This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
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