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person:"Lakonishok, Josef"
~person:"Bekaert, Geert"
~person:"Harvey, Campbell R."
~person:"Timmermann, Allan"
~person:"Zaremba, Adam"
~subject:"Aktienmarkt"
~subject:"Volatility"
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Aktienmarkt
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Lakonishok, Josef
Bekaert, Geert
Harvey, Campbell R.
Timmermann, Allan
Zaremba, Adam
Gupta, Rangan
115
Caporale, Guglielmo Maria
85
Bollerslev, Tim
71
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55
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53
Bali, Turan G.
51
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41
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36
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35
Cakici, Nusret
34
Pierdzioch, Christian
34
Wohar, Mark E.
34
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33
Ma, Feng
33
Narayan, Paresh Kumar
31
Grobys, Klaus
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Tiwari, Aviral Kumar
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Hammoudeh, Shawkat
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Sum, Vichet
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23
Cheema, Muhammad A.
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Demirer, Rıza
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ECONIS (ZBW)
162
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1
Flights to safety
Baele, Lieven
;
Bekaert, Geert
;
Inghelbrecht, Koen
;
Wei, Min
-
2019
Persistent link: https://www.econbiz.de/10012026360
Saved in:
2
Sources of risk and expected returns in global equity markets
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000881184
Saved in:
3
An exploratory investigation of the fundamental determinants of national equity market returns
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1993
Persistent link: https://www.econbiz.de/10000884554
Saved in:
4
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
5
Foreign speculators and emerging equity markets
Bekaert, Geert
;
Harvey, Campbell R.
-
1997
Persistent link: https://www.econbiz.de/10000983929
Saved in:
6
Volatility clustering and mean reversion of stock returns in an asset pricing model with incomplete learning
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000915842
Saved in:
7
Asymmetric volatility and risk in equity markets
Bekaert, Geert
;
Wu, Guojun
-
1997
Persistent link: https://www.econbiz.de/10000627885
Saved in:
8
Fundamental determinants of national equity market returns : a perspective on conditional asset pricing
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1996
Persistent link: https://www.econbiz.de/10000617696
Saved in:
9
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1999
Persistent link: https://www.econbiz.de/10001378371
Saved in:
10
A recursive modelling approach to predicting UK stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001379445
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