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institution:"The Wharton Financial Institutions Center"
~institution:"Banca nazionale del lavoro / Ufficio scenari economici"
~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"Investmentfonds"
~subject:"Leistungsbeurteilung"
~subject:"Share price"
~subject:"Volatility"
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Investmentfonds
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Crouhy, Michel
2
Diebold, Francis X.
2
Rockinger, Michael
2
Solnik, Bruno
2
Ajassa, Giovanni
1
Ambrosetti, Stefano
1
Andersen, Torben
1
Anderson, Torben G.
1
Bensoussan, Alain
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1
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Harvey, Campbell R.
1
Kadlec, Gregory B.
1
Kahl, Matthias
1
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1
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The Wharton Financial Institutions Center
Banca nazionale del lavoro / Ufficio scenari economici
Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
239
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
OECD
8
Federal Reserve System / Division of Research and Statistics
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institute of Finance and Accounting <London>
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
University of Canterbury / Dept. of Economics and Finance
5
Center for Economic Research <Tilburg>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
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4
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3
Birkbeck College / Department of Economics
3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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Les cahiers de recherche / HEC Paris
6
Working papers / Financial Institutions Center
6
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ECONIS (ZBW)
13
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1
Predictable time-varying components of international asset returns
Solnik, Bruno
-
1994
Persistent link: https://www.econbiz.de/10000897103
Saved in:
2
On stock market returns and returns on investment
Rockinger, Michael
;
Restoy, Fernando
-
1993
Persistent link: https://www.econbiz.de/10000881687
Saved in:
3
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
4
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
5
On the perils of security pricing by financial intermediaries : the case of open-end mutual funds
Chalmers, John M. R.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001512298
Saved in:
6
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
7
Value at Risk (VaR) models : a comparative analysis of parametric and non parametric approaches
Ajassa, Giovanni
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001435254
Saved in:
8
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
Saved in:
9
Are common swings in international stock returns justified by subsequent changes in national outputs?
Dumas, Bertrand
;
Harvey, Campbell R.
;
Ruiz, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000976997
Saved in:
10
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
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