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~isPartOf:"Financial markets and portfolio management"
~person:"Lau, Christian"
~person:"Ling, Shiyun"
~subject:"Schätzung"
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Schätzung
Capital income
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Aktienmarkt
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Anleihe
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Excess kurtosis
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Forecasting model
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Government bonds
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Industry-level stock return volatility
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Non-normality
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Out-of-sample forecast
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Prognoseverfahren
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Public bond
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Share price
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Statistical distribution
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Statistische Verteilung
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Stock market
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Theorie
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Volatility
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Lau, Christian
Ling, Shiyun
Amador, Juan Sebastián
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Arx, Urs von
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Baitinger, Eduard
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Bank, Matthias
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Baumann, Ralf H.
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Ben Salah, Hanene
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Bessler, Wolfgang
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Bielstein, Patrick
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Bouaddi, Mohammed
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Bu, Qiang
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Chaiyuth Padungsaksawasdi
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Chong, Terence Tai-Leung
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Chung, Y. Peter
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De Donno, Marzia
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Fieberg, Christian
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Franz, Friedrich-Carl
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Gabriel, Christian
1
Gooijer, Jan G. de
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Gómez González, José Eduardo
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Holler, Julian
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Janner, Steve
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Karoui, Aymen
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Kim, Thomas
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Kulendran, Nada
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Kurmann, Philipp
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Lee, Nicholas Rueilin
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Lengwiler, Christoph
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Lenoir, Gregory
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Li, Yuming
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Liang, Samuel Xin
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Massaporn Cheuathonghua
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Financial markets and portfolio management
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ECONIS (ZBW)
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Predictive models for disaggregate stock market volatility
Chong, Terence Tai-Leung
;
Ling, Shiyun
- In:
Financial markets and portfolio management
31
(
2017
)
3
,
pp. 261-288
Persistent link: https://www.econbiz.de/10011951759
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2
On the distribution of government bond returns : evidence from the EMU
Gabriel, Christian
;
Lau, Christian
- In:
Financial markets and portfolio management
28
(
2014
)
2
,
pp. 181-203
Persistent link: https://www.econbiz.de/10010358896
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