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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~accessRights:"free"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~isPartOf:"Discussion papers in economics"
~subject:"ARCH-Modell"
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ARCH-Modell
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The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
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2
Assessing the relation between equity risk premium and macroeconomic volatilities in the UK
Kizys, Renatas
(
contributor
);
Spencer, Peter D.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003481724
Saved in:
3
Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686434
Saved in:
4
Econometric analysis of financial transaction data : pitfalls and opportunities
Hautsch, Nikolaus
-
2001
Persistent link: https://www.econbiz.de/10014378893
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