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~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Mathematische Optimierung"
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Börsenkurs
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Timmermann, Allan
4
Sola, Martin
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Bechmann, Ken L.
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Blake, David
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Dacco, Roberto
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Engsted, Tom
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Birkbeck College / Department of Economics
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National Bureau of Economic Research
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18
Deutsche Forschungsgemeinschaft
17
Econometrisch Instituut <Rotterdam>
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IGI Global
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Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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The Wharton Financial Institutions Center
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Universität Mannheim
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International Institute for Applied Systems Analysis
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International Workshop on Global Optimization <1999, Florenz>
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Springer International Publishing
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Australian National University / Faculty of Economics and Commerce
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Christian-Albrechts-Universität zu Kiel
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Conference on Optimization Techniques <8, 1977, Würzburg>
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Eric Cuvillier <Firma>
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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1
Statistical modelling of asymmetric
risk
in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
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2
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
3
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
4
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
5
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
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6
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
7
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
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8
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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9
The short-run performance of initial public offers : new results using a dynamic beta model
Blake, David
;
Freris, Andrew F.
-
1995
Persistent link: https://www.econbiz.de/10000924816
Saved in:
10
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
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