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subject:"Volatility"
subject:"Yield curve"
~person:"Döpke, Jörg"
~person:"Gil-Alaña, Luis A."
~person:"Tiwari, Aviral Kumar"
~subject:"Share price"
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Volatility
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Schätzung
433
Estimation
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Döpke, Jörg
Gil-Alaña, Luis A.
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Gupta, Rangan
113
Caporale, Guglielmo Maria
110
McAleer, Michael
93
Pierdzioch, Christian
79
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60
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51
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48
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46
Belke, Ansgar
45
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44
Wohar, Mark E.
44
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43
Zaremba, Adam
41
Härdle, Wolfgang
40
Engle, Robert F.
38
Herwartz, Helmut
37
Bahmani-Oskooee, Mohsen
34
Bouri, Elie
33
Pesaran, M. Hashem
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Allen, David E.
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Mumtaz, Haroon
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Ma, Feng
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Asai, Manabu
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Koopman, Siem Jan
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Lettau, Martin
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131
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
132
Stock market dispersion, sectoral shocks, and the German business cycle
Döpke, Jörg
;
Pierdzioch, Christian
- In:
Swiss journal of economics and statistics
136
(
2000
)
4
,
pp. 531-555
Persistent link: https://www.econbiz.de/10001554649
Saved in:
133
What can the ECB learn from Bundesbank interventions? : Evidence on the link between exchange rate volatility and interventions
Döpke, Jörg
;
Pierdzioch, Christian
-
1999
Persistent link: https://www.econbiz.de/10001420900
Saved in:
134
Financial market volatility and inflation uncertainty : an empirical investigation
Döpke, Jörg
-
1999
Persistent link: https://www.econbiz.de/10013261026
Saved in:
135
Brokers and business cycles: does financial market volatility cause real fluctuations?
Döpke, Jörg
-
1998
Persistent link: https://www.econbiz.de/10013261010
Saved in:
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