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subject:"Volatility"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~language:"eng"
~subject:"Analysis of variance"
~subject:"Cointegration"
~subject:"Share price"
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Volatility
Analysis of variance
Cointegration
Share price
Estimation
8
Schätzung
8
Capital income
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
4
Börsenkurs
3
Deutschland
3
Germany
3
Return Predictability
3
Risiko
3
Risikoprämie
3
Risk
3
Time series analysis
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Volatilität
3
Zeitreihenanalyse
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ARCH model
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ARCH-Modell
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Finanzmarkt
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Kointegration
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Long Memory
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Risk premium
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Theorie
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Theory
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ARMA model
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ARMA-Modell
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Aktienmarkt
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Arbeitsmarktintegration
1
Arbeitsökonomie
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Berufliche Integration
1
Beta risk
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Prokopczuk, Marcel
3
Dierkes, Maik
2
Sibbertsen, Philipp
2
Becker, Janis
1
Bätje, Fabian
1
Dräger, Lena
1
Menkhoff, Lukas
1
Meyer, Steffen
1
Nguyen, Duc Binh Benno
1
Voges, Michelle
1
Würsig, Christoph Matthias
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Gottfried Wilhelm Leibniz Universität Hannover
National Bureau of Economic Research
166
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
37
International Monetary Fund
13
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
8
Federal Reserve System / Division of Research and Statistics
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University of Canterbury / Dept. of Economics and Finance
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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European University Institute / Department of Economics
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Australian National University / Faculty of Economics and Commerce
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Bonn Graduate School of Economics
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of St. Louis
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Institute of European Finance <Bangor, Gwynedd>
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Kansantaloustieteen Laitos <Tampere>
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Nationalekonomiska Institutionen <Lund>
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Rodney L. White Center for Financial Research
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School of Accounting, Finance and Economics <Perth, Western Australia>
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Türkiye Cumhuriyet Merkez Bankası
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ECONIS (ZBW)
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Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
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2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
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3
Empirical essays on stock return predictability using macroeconomic variables and technical indicators
Bätje, Fabian
-
2017
Persistent link: https://www.econbiz.de/10012123337
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4
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
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5
Essays on fractional cointegration and seasonal long memory
Voges, Michelle
-
2019
Persistent link: https://www.econbiz.de/10012144876
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