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subject:"Volatility"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Morelli, David"
~subject:"Börsenkurs"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Börsenkurs
Portfolio-Management
Time series analysis
Wirtschaftswachstum
Aktienmarkt
2
Estimation
2
Schätzung
2
Share price
2
Stock market
2
ARCH model
1
ARCH-Modell
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ARCH/GARCH models
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CAPM
1
Capital income
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Kapitaleinkommen
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Method of moments
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Momentenmethode
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Momentum profits
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Portfolio selection
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Risiko
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Securities trading
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Time-varying systematic risk
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UK stock market
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Aufsatz in Zeitschrift
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Morelli, David
Narayan, Paresh Kumar
5
Sosvilla-Rivero, Simón
3
Zaremba, Adam
3
Bley, Jorg
2
Bouri, Elie
2
Brooks, Robert
2
Cakici, Nusret
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Gómez Puig, Marta
2
Hammoudeh, Shawkat
2
Hou, Ai Jun
2
Kanas, Angelos
2
Kinateder, Harald
2
McKenzie, Michael D.
2
Papavassiliou, Vassilios G.
2
Saad, Mohsen M.
2
Sharma, Susan Sunila
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Smales, Lee A.
2
Vozlyublennaia, Nadia
2
Wohar, Mark E.
2
Abdou, Hussein A.
1
Akhtaruzzaman, Md.
1
Al-Khazali, Osamah
1
Alaoui, Abdelkader O. el
1
Aloui, Chaker
1
An, Yahui
1
Anagnostidis, Panagiotis
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Andrada Félix, Julián
1
Antell, Jan
1
Antonakakis, Nikolaos
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Apergēs, Nikolaos
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Apostolakis, George N.
1
Ariff, Mohamed
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Asgharian, Hossein
1
Assefa, Tibebe Abebe
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Journal of international financial markets, institutions & money
International review of financial analysis
1
Journal of international money and finance
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ECONIS (ZBW)
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Momentum profits and conditional time-varying systematic risk
Morelli, David
- In:
Journal of international financial markets, …
29
(
2014
),
pp. 242-255
Persistent link: https://www.econbiz.de/10010412145
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2
Joint conditionality in testing the beta-return relationship : evidence based on the UK stock market
Morelli, David
- In:
Journal of international financial markets, …
21
(
2011
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009259726
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