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subject:"Volatility"
~institution:"American Enterprise Institute for Public Policy Research"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~language:"eng"
~subject:"Risk premium"
~subject:"Share price"
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Volatility
Risk premium
Share price
Schätzung
20
Estimation
19
USA
8
United States
8
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Volatilität
5
Forecasting model
4
Prognoseverfahren
4
CAPM
3
Deutschland
3
Germany
3
Return Predictability
3
Risiko
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Risikoprämie
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Time series analysis
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1973-1998
2
1982-1993
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ARCH model
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ARCH-Modell
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Aktienmarkt
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Börsengang
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Cointegration
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Corporate bond
2
Financial market
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Initial public offering
2
Kointegration
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Long Memory
2
Tail Risk
2
Theorie
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Theory
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2
1970-1991
1
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4
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Prokopczuk, Marcel
3
Dierkes, Maik
2
Helwege, Jean
2
Liang, Jean Nellie
2
Bartram, Söhnke M.
1
Becker, Janis
1
Bätje, Fabian
1
Friedman, Milton
1
Grinblatt, Mark
1
Han, Bing
1
Hollstein, Fabian
1
Karolyi, G. Andrew
1
Menkhoff, Lukas
1
Meyer, Steffen
1
Nguyen, Duc Binh Benno
1
Sibbertsen, Philipp
1
Würsig, Christoph Matthias
1
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American Enterprise Institute for Public Policy Research
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
Gottfried Wilhelm Leibniz Universität Hannover
National Bureau of Economic Research
193
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Ekonomiska forskningsinstitutet <Stockholm>
9
Institut für Weltwirtschaft
8
Federal Reserve System / Division of Research and Statistics
7
University of Canterbury / Dept. of Economics and Finance
6
Zentrum für Europäische Wirtschaftsforschung
6
Federal Reserve Bank of St. Louis
5
Birkbeck College / Department of Economics
4
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
Bonn Graduate School of Economics
3
Centre for Economic Policy Research
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Goethe-Universität Frankfurt am Main
3
Institut für Höhere Studien
3
Institute of European Finance <Bangor, Gwynedd>
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Rodney L. White Center for Financial Research
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
University of Chicago / Center for Research in Security Prices
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Eric Cuvillier <Firma>
2
European University Institute / Department of Economics
2
Großbritannien / Parliament / House of Commons / Home Affairs Committee
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Großbritannien / Parliament / House of Commons / Select Committee on Race Relations and Immigration
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Humboldt-Universität zu Berlin
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International Monetary Fund
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Fisher College of Business working paper series
4
AEI reprints
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ECONIS (ZBW)
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1
Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
Saved in:
2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
3
Empirical essays on stock return predictability using macroeconomic variables and technical indicators
Bätje, Fabian
-
2017
Persistent link: https://www.econbiz.de/10012123337
Saved in:
4
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
5
Market beta and factor risk premia in financial markets
Hollstein, Fabian
-
2015
Persistent link: https://www.econbiz.de/10011453200
Saved in:
6
The disposition effect and momentum
Grinblatt, Mark
(
contributor
);
Han, Bing
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101559
Saved in:
7
The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786264
Saved in:
8
Initial public offerings in hot and cold markets
Helwege, Jean
(
contributor
);
Liang, Jean Nellie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786256
Saved in:
9
Initial public offerings in hot and cold markets
Helwege, Jean
(
contributor
);
Liang, Jean Nellie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001522537
Saved in:
10
How well are fluctuating exchange rates working?
Friedman, Milton
-
1973
-
Reprint
Persistent link: https://www.econbiz.de/10000668624
Saved in:
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