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~accessRights:"restricted"
~person:"Goyeau, Daniel"
~subject:"Aktienindex"
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Aktienindex
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Share price
2
Stock index
2
Aktienmarkt
1
Ansteckungseffekt
1
Co-movements
1
Cointegration
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Contagion
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Contagion effect
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Continuous Wavelet Transform
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Correlation
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Estimation
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Großbritannien
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Index futures
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Index-Futures
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Inflation
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Inflation expectations
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Inflationserwartung
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International financial market
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Internationaler Finanzmarkt
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Kointegration
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Market integration
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Marktintegration
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Portfolio selection
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Risiko
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Risk
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Rolling wavelet correlation
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Schätzung
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State space model
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Stock index futures
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Stock market
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Structural break
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Goyeau, Daniel
Sharma, Prateek
4
Chang, Bisharat Hussain
3
Jeribi, Ahmed
3
Lau, Chi Keung
3
Qiao, Gaoxiu
3
Wu, Xinyu
3
Albulescu, Claudiu Tiberiu
2
Barai, Parama
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Blazsek, Szabolcs
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Rajib, Prabina
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
Applied economics
49
(
2017
)
18
,
pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
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2
Co-movements and contagion between international stock index futures markets
Albulescu, Claudiu Tiberiu
;
Goyeau, Daniel
;
Tiwari, …
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1529-1568
Persistent link: https://www.econbiz.de/10011945853
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