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~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Birkbeck College / Department of Economics"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~institution:"Kansantaloustieteen Laitos <Tampere>"
~subject:"Estimation"
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Search: subject_exact:"Volatilität"
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Volatility
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Järvinen, Jari
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Dacco, Roberto
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Hooper, Vincent J.
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Australian National University / Faculty of Economics and Commerce
Birkbeck College / Department of Economics
Center for Economic Research <Tilburg>
Centre for Growth and Business Cycle Research <Manchester>
Kansantaloustieteen Laitos <Tampere>
National Bureau of Economic Research
80
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
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6
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Berliner Handels- und Frankfurter Bank
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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ECONIS (ZBW)
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1
Industry portfolios and macroeconomic shocks : an impulse response and variance decomposition analysis
Järvinen, Jari
-
1998
Persistent link: https://www.econbiz.de/10000998687
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2
A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H.
-
1997
Persistent link: https://www.econbiz.de/10000959373
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3
An examination of the variation in equity market returns and volatility in the Asia Pacific region
Heaney, Richard A.
-
1997
Persistent link: https://www.econbiz.de/10000978403
Saved in:
4
Industry portfolios and macroeconomic news
Järvinen, Jari
-
1997
Persistent link: https://www.econbiz.de/10000970269
Saved in:
5
Industry portfolios, news and business conditions : evidence from the Finnish stock market
Järvinen, Jari
-
1997
Persistent link: https://www.econbiz.de/10000970274
Saved in:
6
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
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