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~isPartOf:"Finance research letters"
~person:"Alagidede, Imhotep Paul"
~person:"Haas, Markus"
~subject:"Estimation"
~subject:"Volatilität"
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Alagidede, Imhotep Paul
Haas, Markus
Shi, Yanlin
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Finance research letters
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Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
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Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
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Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations
Haas, Markus
- In:
Finance research letters
7
(
2010
)
2
,
pp. 86-97
Persistent link: https://www.econbiz.de/10009272769
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