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~institution:"Birkbeck College / Department of Economics"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Mathematische Optimierung"
~subject:"Shock"
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Börsenkurs
Mathematische Optimierung
Shock
Theorie
55
Theory
55
Estimation
16
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16
Großbritannien
12
United Kingdom
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1973-1997
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Natürliche Arbeitslosenquote
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Schock
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1988-1993
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English
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Timmermann, Allan
5
Sola, Martin
3
Satchell, Stephen
2
Blake, David
1
Dacco, Roberto
1
Freris, Andrew F.
1
Henry, S. G. B.
1
Karanassou, Marika
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Knight, John L.
1
Pesaran, M. Hashem
1
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Ravn, Morten O.
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Birkbeck College / Department of Economics
National Bureau of Economic Research
470
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23
Deutsche Forschungsgemeinschaft
18
Ekonomiska forskningsinstitutet <Stockholm>
15
Econometrisch Instituut <Rotterdam>
13
IGI Global
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Center for Economic Research <Tilburg>
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Erasmus Research Institute of Management
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Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
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Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
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International Monetary Fund
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Internationaler Währungsfonds / Research Department
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Federal Reserve System / Division of Research and Statistics
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European University Institute / Department of Economics
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International Federation for Information Processing
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Robert Schuman Centre for Advanced Studies
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Rodney L. White Center for Financial Research
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The Wharton Financial Institutions Center
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University of Exeter / Department of Economics
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Universität Mannheim
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Christian-Albrechts-Universität zu Kiel
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Deutsche Gesellschaft für Operations-Research
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Federal Reserve Bank of San Francisco
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Edward Elgar Publishing
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European University Institute / Department of Law
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Discussion paper in financial economics : FE
9
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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
Saved in:
2
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
3
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:
4
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
Saved in:
5
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
6
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:
7
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
8
Option pricing with GARCH and systematic consumption
risk
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930377
Saved in:
9
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
10
A reconsideration of the empirical evidence on the asymmetric effects of money-supply shocks : positive vs. negative or big vs. small?
Ravn, Morten O.
;
Sola, Martin
-
1996
Persistent link: https://www.econbiz.de/10000933382
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