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~institution:"Birkbeck College / Department of Economics"
~subject:"Börsenkurs"
~subject:"Volatilität"
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Börsenkurs
Volatilität
Theorie
55
Theory
55
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17
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17
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13
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13
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8
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5
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Timmermann, Allan
4
Sola, Martin
2
Bianchi, Marco
1
Blake, David
1
Dacco, Roberto
1
Freris, Andrew F.
1
Karanasos, Menelaos
1
Knight, John L.
1
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Birkbeck College / Department of Economics
National Bureau of Economic Research
444
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
19
Ekonomiska forskningsinstitutet <Stockholm>
19
Rodney L. White Center for Financial Research
16
Federal Reserve Bank of St. Louis
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Centre for Analytical Finance <Århus>
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European University Institute / Department of Economics
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Federal Reserve Bank of New York
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Svenska Handelshögskolan <Helsinki>
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Centre for Economic Policy Research
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Institute of Finance and Accounting <London>
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University of Chicago / Center for Research in Security Prices
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Center for Economic Research <Tilburg>
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Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve System / Board of Governors
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Institut für Weltwirtschaft
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International Monetary Fund
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New York Stock Exchange
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University of Canterbury / Dept. of Economics and Finance
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Massachusetts Institute of Technology / Department of Economics
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Universität Mannheim
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Deutsche Forschungsgemeinschaft
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Federal Reserve Bank of Cleveland
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4
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Discussion paper in financial economics : FE
8
Discussion papers in economics
2
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ECONIS (ZBW)
10
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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
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:
3
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:
4
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
5
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
6
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
7
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
8
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:
9
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
10
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:
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