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~isPartOf:"Bank of Finland research discussion papers"
~isPartOf:"Working paper"
~subject:"2005-2013"
~subject:"Estimation"
~type_genre:"Working Paper"
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Search: subject:"Kapitalmarktrendite"
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2005-2013
Estimation
Capital market returns
21
Kapitalmarktrendite
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Börsenkurs
8
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8
Volatility
6
Volatilität
6
Schätzung
5
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Stochastic process
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Stochastischer Prozess
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ARCH model
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Ankündigungseffekt
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Announcement effect
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Financial crisis
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Finanzkrise
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Impact assessment
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Stock returns
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Time series analysis
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Wirkungsanalyse
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Zeitreihenanalyse
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1960-2014
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1980-2016
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1991-2015
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1997-2014
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McAleer, Michael
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Allen, David E.
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Faria e Castro, Miguel
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Gonçalves, Sílvia
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Hafner, Christian M.
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Jordan-Wood, Samuel
1
Martinet, Guillaume Gaetan
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McCracken, Michael W.
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Perron, Benoit
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Powell, Robert
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Singh, Abhay Kumar
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Bank of Finland research discussion papers
Working paper
Working paper / National Bureau of Economic Research, Inc.
40
Discussion paper / Centre for Economic Policy Research
30
CESifo working papers
8
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7
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6
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1
Discussion paper series / School of Economics, the University of Hong Kong / Economics & Finance Workshop
1
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1
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
1
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IES working paper
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Michael J. Brennan Irish Finance Working Paper Series Research Paper
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Paris December 2017 Finance Meeting EUROFIDAI - AFFI
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Pandemic labor force participation and net worth fluctuations
Faria e Castro, Miguel
;
Jordan-Wood, Samuel
-
2023
Persistent link: https://www.econbiz.de/10014319922
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2
Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia
;
McCracken, Michael W.
;
Perron, Benoit
-
2015
Persistent link: https://www.econbiz.de/10011392844
Saved in:
3
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
4
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
5
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
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