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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Christensen, Bent Jesper"
~person:"Gallo, Giampiero M."
~subject:"Kapitaleinkommen"
~subject:"Kapitalstruktur"
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Kapitaleinkommen
Kapitalstruktur
ARCH model
7
ARCH-Modell
7
Volatility
5
Volatilität
5
Capital income
4
Bayes-Statistik
3
Bayesian inference
3
Forecasting model
3
Prognoseverfahren
3
Forecasting
2
Aktienindex
1
Aktienmarkt
1
Asymmetry
1
Börsenkurs
1
Capital structure
1
Estimation theory
1
FIEGARCH-M
1
Financial crises
1
Financial crisis
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Financial leverage
1
Financial market
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Finanzkrise
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Finanzmarkt
1
GARCH
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GARCH-MIDAS
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International markets
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Long memory
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Marginal likelihood
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Markov chain
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Markov-Kette
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Option pricing theory
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Optionspreistheorie
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Recurrent regimes
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Risikomaß
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Risk
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Risk-return tradeoff
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Bauwens, Luc
Christensen, Bent Jesper
Gallo, Giampiero M.
Karanasos, Menelaos
3
Nam, Kiseok
3
Chan, Jennifer So Kuen
2
Gupta, Rangan
2
Huang, Zhuo
2
Kim, Chang-jin
2
Kok Haur Ng
2
Liang, Fang
2
Min, Hong-ghi
2
Nielsen, Morten Ørregaard
2
Wang, Tianyi
2
Wang, Yudong
2
Zhu, Jie
2
Ahmed, Abdullahi Dahir
1
Alaoui, Abdelkader O. el
1
Ali, Faek Menla
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Antoniou, Antonios
1
Aragó Manzana, Vicent
1
Arize, Augustine Chuck
1
Arouri, Mohamed
1
Aslanidis, Nektarios
1
Asutay, Mehmet
1
Babikir, Ali
1
Bae, Jinho
1
Balcilar, Mehmet
1
Baur, Dirk G.
1
Bee, Marco
1
BenSaïda, Ahmed
1
Bohl, Martin T.
1
Botha, Ferdi
1
Bouri, Elie
1
Caglayan, Mustafa O.
1
Chang, Kuang-Liang
1
Chang, Young-jae
1
Changchien, Chang-Cheng
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Changqing, Luo
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Economic modelling
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
LIDAM discussion paper CORE
2
Queen's Economics Department working paper
2
Advanced Studies in Theoretical and Applied Econometrics
1
Australian economic papers
1
CORE discussion paper : DP
1
CORE discussion papers : DP
1
Cardiff economics working papers
1
Discussion paper / Tinbergen Institute
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Discussion papers / UCL, Département des Sciences Economiques
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ECONIS (ZBW)
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1
The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Economic modelling
49
(
2015
),
pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
Saved in:
2
Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 460-470
Persistent link: https://www.econbiz.de/10009267288
Saved in:
3
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
4
Volatility estimation via hidden Markov models
Rossi, Alessandro
;
Gallo, Giampiero M.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 203-230
Persistent link: https://www.econbiz.de/10003296949
Saved in:
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