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subject:"Zeitreihenanalyse"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Chicago / Center for Research in Security Prices"
~person:"Koulikov, Dmitri"
~person:"Veronesi, Pietro"
~subject:"Börsenkurs"
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Zeitreihenanalyse
Börsenkurs
Theorie
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Theory
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Time series analysis
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ARCH model
1
ARCH-Modell
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Aktienmarkt
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Allgemeines Gleichgewicht
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Cash Flow
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Cash flow
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Discounting
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Diskontierung
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General equilibrium
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Koulikov, Dmitri
Veronesi, Pietro
Menzly, Lior
2
Pástor, Ľuboš
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Santos, Tano
2
Stambaugh, Robert F.
2
Ørregaard Nielsen, Morten
2
Bechmann, Ken L.
1
Busch, Thomas
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Christiansen, Charlotte
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Engsted, Tom
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Myhre Lildholt, Peter
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Pons Rotger, Gabriel
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Rahbek, Anders
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Søndergaard Rasmussen, Nicki
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Tanggaard, Carsten
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Tolver Jensen, Søren
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Aarhus Universitet / Afdeling for Nationaløkonomi
Centre for Analytical Finance <Århus>
University of Chicago / Center for Research in Security Prices
National Bureau of Economic Research
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Working paper series / Center for Research in Security Prices
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
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The time series of the cross section of asset price
Menzly, Lior
(
contributor
);
Santos, Tano
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001698033
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