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~isPartOf:"Umeå economic studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"ARCH-Modell"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Search: subject:"Zeitreihenanalyse"
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ARCH-Modell
Volatilität
Time series analysis
151
Zeitreihenanalyse
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54
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Lönnbark, Carl
3
Brännäs, Kurt
2
Soultanaeva, Albina
2
Stock, James H.
2
Watson, Mark W.
2
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1
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1
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1
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1
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Harvey, Campbell R.
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Umeå economic studies
Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Tinbergen Institute
87
CREATES research paper
37
Working paper
33
SFB 649 discussion paper
20
CESifo working papers
18
Econometric Institute research papers
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CAMA working paper series
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Cambridge working papers in economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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5
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5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
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ECONIS (ZBW)
14
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1
Time series modelling of daily Metical/Rand exchange rate returns, 1996–2014
Brännäs, Kurt
;
Machava, Agostinho
-
2015
Persistent link: https://www.econbiz.de/10010530038
Saved in:
2
Day trading profitability across volatility states : evidence of intraday momentum and mean reversion
Lundström, Christian
-
2013
Persistent link: https://www.econbiz.de/10009764535
Saved in:
3
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627332
Saved in:
4
Occurrence of long and short term asymmetry in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627333
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5
Back on the map : essays on financial markets in the Baltic States
Soultanaeva, Albina
-
2011
Persistent link: https://www.econbiz.de/10008807364
Saved in:
6
Simultaneity and asymmetry of returns and volatilities in the emerging Baltic state stock exchanges
Brännäs, Kurt
;
Gooijer, Jan G. de
;
Lönnbark, Carl
; …
-
2007
Persistent link: https://www.econbiz.de/10003572087
Saved in:
7
Why has US inflation become harder to forecasts? : James H. Stock; Mark W. Watson
Stock, James H.
;
Watson, Mark W.
-
2006
Persistent link: https://www.econbiz.de/10003339826
Saved in:
8
Multifrequency news and stock returns
Calvet, Laurent E.
;
Fisher, Adlai J.
-
2005
Persistent link: https://www.econbiz.de/10002978255
Saved in:
9
Has the business cycle changed and why?
Stock, James H.
;
Watson, Mark W.
-
2002
Persistent link: https://www.econbiz.de/10001699240
Saved in:
10
On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Brandt, Michael W.
;
Kang, Qiang
-
2002
Persistent link: https://www.econbiz.de/10001683143
Saved in:
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