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subject:"Volatilität"
~isPartOf:"Economic modelling"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~person:"Todorov, Viktor"
~subject:"Schätztheorie"
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Volatilität
Schätztheorie
Estimation
6
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Capital income
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Kapitaleinkommen
4
South Africa
4
Südafrika
4
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Gupta, Rangan
Pesaran, M. Hashem
Todorov, Viktor
Cross, Jamie
2
Feng, Yun
2
Gatfaoui, Hayette
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huang, Zhuo
2
Kiani, Khurshid M.
2
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1
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1
Ali, Faek Menla
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1
Bao Hoang Nguyen
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Economic modelling
Department of Economics working paper series
19
Journal of econometrics
14
CESifo working papers
12
The North American journal of economics and finance : a journal of financial economics studies
7
Cambridge working papers in economics
6
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Journal of applied econometrics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
2
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
3
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Saved in:
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