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type_genre:"Non-commercial literature"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Capital market returns"
~subject:"Estimation"
~subject:"Faktorenanalyse"
~subject:"Share price"
~subject:"Theorie"
~type_genre:"Amtsdruckschrift"
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ARCH-Modell
Capital market returns
Estimation
Faktorenanalyse
Share price
Theorie
Schätzung
79
Theory
32
Time series analysis
25
Zeitreihenanalyse
25
Capital income
23
Kapitaleinkommen
23
Estimation theory
18
Schätztheorie
18
Volatility
18
Volatilität
18
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15
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15
Prognoseverfahren
15
Risikoprämie
13
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13
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12
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11
Kointegration
11
ARCH model
8
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8
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8
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7
Factor analysis
7
Stochastic process
7
Stochastischer Prozess
7
Correlation
6
Korrelation
6
VAR model
6
VAR-Modell
6
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5
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5
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79
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79
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Nielsen, Morten Ørregaard
8
Andreasen, Martin Møller
6
Bollerslev, Tim
5
Todorov, Viktor
5
Casas, Isabel
4
Hillebrand, Eric
4
Santucci de Magistris, Paolo
4
Teräsvirta, Timo
4
Carlini, Federico
3
Christensen, Bent Jesper
3
Engsted, Tom
3
Grassi, Stefano
3
Haldrup, Niels
3
Kristensen, Dennis
3
Mikkelsen, Jakob Guldbæk
3
Silvennoinen, Annastiina
3
Aslanidis, Nektarios
2
Callot, Laurent
2
Cavaliere, Giuseppe
2
Delle Monache, Davide
2
Ergemen, Yunus Emre
2
Johansen, Søren
2
Kang, Jian
2
Kristensen, Johannes Tang
2
Kruse, Robinson
2
Taylor, Robert
2
Urga, Giovanni
2
Veliyev, Bezirgen
2
Violante, Francesco
2
Wel, Michel van der
2
Abate, Girum Dagnachew
1
Amaya, Diego
1
Andersen, Torben
1
Ang, Andrew
1
Anselin, Luc
1
Basse, Tobias
1
Bennedsen, Mikkel
1
Bolko, Anine E.
1
Borup, Daniel
1
Bu, Ruijun
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2,570
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1,415
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1,405
Working paper
839
Discussion paper
687
ZEW discussion papers
514
Discussion papers / CEPR
434
Discussion paper / Tinbergen Institute
426
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418
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334
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314
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289
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282
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268
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101
Discussion papers in economics
101
Economics / Discussion papers : the open-access, open-assessment e-journal
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ECONIS (ZBW)
79
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
3
A neural network approach to the environmental Kuznets curve
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Jensen, Sebastian
-
2022
Persistent link: https://www.econbiz.de/10013367388
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
6
Now- and backcasting initial claims with high-dimensional daily internet search-volume data
Borup, Daniel
;
Rapach, David E.
;
Montes Schütte, Erik …
-
2021
Persistent link: https://www.econbiz.de/10012433998
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
9
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
10
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
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