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~person:"Bali, Turan G."
~person:"Engle, Robert F."
~person:"Fabozzi, Frank J."
~person:"Zhang, Lu"
~subject:"Börsenkurs"
~subject:"Forecasting model"
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Börsenkurs
Forecasting model
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Bali, Turan G.
Engle, Robert F.
Fabozzi, Frank J.
Zhang, Lu
Gupta, Rangan
128
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98
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87
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73
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ECONIS (ZBW)
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101
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
Saved in:
102
A long memory property of stock market returns and a new model
Ding, Zhuanxin
- In:
Journal of empirical finance
1
(
1993
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
Saved in:
103
A permanent and transitory component model of stock return volatality
Engle, Robert F.
;
Lee, Gary G. J.
-
1992
Persistent link: https://www.econbiz.de/10000853573
Saved in:
104
Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai
;
Engle, Robert F.
;
Itō, Takatoshi
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000853615
Saved in:
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