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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~person:"Bauwens, Luc"
~person:"Christensen, Bent Jesper"
~person:"Gallo, Giampiero M."
~subject:"Kapitaleinkommen"
~subject:"Kapitalstruktur"
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Search: subject_exact:"ARCH model"
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Kapitaleinkommen
Kapitalstruktur
ARCH model
9
ARCH-Modell
9
Volatility
6
Volatilität
6
Capital income
4
Forecasting model
3
Prognoseverfahren
3
Time series analysis
3
Zeitreihenanalyse
3
Aktienindex
2
Bayes-Statistik
2
Bayesian inference
2
Estimation theory
2
Forecasting
2
Risk-return tradeoff
2
Schätztheorie
2
Stock index
2
Aktienmarkt
1
Asymmetry
1
Bond market
1
Capital structure
1
Derivat
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Derivative
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FIEGARCH-M
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Financial crises
1
Financial crisis
1
Financial leverage
1
Financial market
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Finanzkrise
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Finanzmarkt
1
GARCH
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GARCH-MIDAS
1
International markets
1
Long memory
1
Marginal likelihood
1
Markov chain
1
Markov-Kette
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English
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Bauwens, Luc
Christensen, Bent Jesper
Gallo, Giampiero M.
Karanasos, Menelaos
3
Nielsen, Morten Ørregaard
3
Zhu, Jie
3
Gupta, Rangan
2
Huang, Zhuo
2
Liang, Fang
2
Min, Hong-ghi
2
Nam, Kiseok
2
Wang, Tianyi
2
Wang, Yudong
2
Ahmed, Abdullahi Dahir
1
Alaoui, Abdelkader O. el
1
Ali, Faek Menla
1
Amado, Cristina
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
Bee, Marco
1
BenSaïda, Ahmed
1
Bohl, Martin T.
1
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1
Bouri, Elie
1
Caglayan, Mustafa O.
1
Chang, Kuang-Liang
1
Chang, Young-jae
1
Changchien, Chang-Cheng
1
Changqing, Luo
1
Chen Zhou
1
Cheng, Wan-hsiu
1
Chi, Xie
1
Chiang, Min-Hsien
1
Choi, Pilsun
1
Clements, A.
1
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Economic modelling
Journal of empirical finance
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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
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1
CORE discussion papers : DP
1
Cardiff economics working papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003476066
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
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