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Spillover effect
2
Spillover-Effekt
2
ARCH model
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ARCH-Modell
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Aktienmarkt
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Analysis of variance
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Capital income
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Covariance spillovers
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Volatilität
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augmented HAR model
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financial crisis
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international volatility spillovers
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sovereign debt crisis
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spillover index
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variance decomposition
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variance spillovers
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vector autoregression
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Arbeitspapier
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Buncic, Daniel
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Fengler, Matthias R.
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Gisler, Katja I. M.
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Gisler, Katja, I. M.
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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ECONIS (ZBW)
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Global equity market volatility spillovers : a broader role for the United State
Buncic, Daniel
;
Gisler, Katja I. M.
-
2015
Persistent link: https://www.econbiz.de/10011289264
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A variance spillover analysis without covariances : what do we miss?
Fengler, Matthias R.
;
Gisler, Katja, I. M.
-
2014
Persistent link: https://www.econbiz.de/10010439167
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