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~institution:"Birkbeck College / Department of Economics"
~isPartOf:"Demand, supply and financial deregulation"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Discussion paper in financial economics : FE"
~isPartOf:"Economica"
~isPartOf:"Greek economic review"
~language:"eng"
~person:"Blake, David"
~person:"Miles, David"
~person:"Sola, Martin"
~person:"Taylor, Mark P."
~person:"Timmermann, Allan"
~subject:"Bildungsverhalten"
~subject:"Developing countries"
~subject:"Educational behaviour"
~subject:"Germany"
~subject:"Großbritannien"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~subject:"Risk premium"
~subject:"United States"
~subject:"Volatility"
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1954-1992
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Blake, David
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Sola, Martin
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Birkbeck College / Department of Economics
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Demand, supply and financial deregulation
Discussion paper / Department of Economics, University of California San Diego
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Greek economic review
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ECONIS (ZBW)
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1
Efficiency, risk aversion and portfolio insurance : an analysis of financial asset portfolios held by investors in the United Kingdom
Blake, David
-
1995
Persistent link: https://www.econbiz.de/10000924810
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2
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
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3
Pension schemes as options on pension fund assets : implications for pension fund management
Blake, David
-
1995
Persistent link: https://www.econbiz.de/10000930381
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4
The short-run performance of initial public offers : new results using a dynamic beta model
Blake, David
;
Freris, Andrew F.
-
1995
Persistent link: https://www.econbiz.de/10000924816
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5
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
6
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
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7
Consumption, financial liberalisation and income shocks : what can we learn from the UK?
Miles, David
-
1993
Persistent link: https://www.econbiz.de/10000932126
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8
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
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9
Option pricing with GARCH and systematic consumption risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
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