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ARCH-Modell
Kapitaleinkommen
39,042
Capital income
38,942
Börsenkurs
14,241
Share price
14,208
Theorie
12,829
Theory
12,704
Investmentfonds
12,509
Investment Fund
12,060
Portfolio-Management
11,601
Portfolio selection
11,545
Hedging
10,010
Schätzung
8,865
Estimation
8,816
Aktienmarkt
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8,377
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7,993
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7,954
USA
7,433
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7,323
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5,938
Behavioural finance
5,878
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5,506
Prognoseverfahren
4,804
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4,787
Welt
4,485
World
4,451
Risk
3,926
Risiko
3,896
Hedgefonds
3,373
Hedge fund
3,351
Risikoprämie
3,207
Risk premium
3,204
ARCH model
2,607
Derivat
2,457
Derivative
2,453
Ankündigungseffekt
2,340
Announcement effect
2,337
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2,121
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Gupta, Rangan
29
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28
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18
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18
Ma, Feng
17
Chiang, Thomas C.
14
Floros, Christos
13
Paolella, Marc S.
13
Bauwens, Luc
12
Elyasiani, Elyas
11
Teräsvirta, Timo
11
Brooks, Robert
10
Choudhry, Taufiq
10
Haas, Markus
10
Kang, Sang Hoon
10
Lee, Hsiang-Tai
10
Mansur, Iqbal
10
Mensi, Walid
10
Prokopczuk, Marcel
10
Tiwari, Aviral Kumar
10
Yoon, Seong-min
10
Zhang, Yaojie
10
Geweke, John
9
Hammoudeh, Shawkat
9
Huang, Zhuo
9
Koopman, Siem Jan
9
Ledoit, Olivier
9
Nguyen, Duc Khuong
9
Wang, Yudong
9
Wolf, Michael
9
Amisano, Gianni
8
Ardia, David
8
Bohl, Martin T.
8
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8
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8
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Erasmus Research Institute of Management
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Federal Reserve Bank of St. Louis
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International Center for Financial Asset Management and Engineering
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1
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1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
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Finance research letters
68
International review of financial analysis
59
Energy economics
58
Journal of empirical finance
54
The North American journal of economics and finance : a journal of financial economics studies
50
International review of economics & finance : IREF
47
Applied economics
44
Research in international business and finance
44
Economic modelling
43
Journal of international financial markets, institutions & money
41
Journal of banking & finance
37
International journal of forecasting
34
The European journal of finance
30
Journal of forecasting
29
Journal of risk and financial management : JRFM
29
Applied financial economics
27
The journal of futures markets
27
Applied economics letters
23
Journal of econometrics
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Discussion paper / Tinbergen Institute
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
Cogent economics & finance
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Pacific-Basin finance journal
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
International journal of economics and finance
17
International journal of economics and financial issues : IJEFI
17
International journal of finance & economics : IJFE
17
Review of quantitative finance and accounting
17
Working paper
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Global finance journal
14
Afro-Asian Journal of Finance and Accounting : AAJFA
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Quantitative finance
13
Economics letters
12
International Journal of Energy Economics and Policy : IJEEP
12
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
2,607
EconStor
13
OLC EcoSci
1
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1
Dynamic hedge fund portfolio construction
Harris, Richard D. F.
;
Mazibas, Murat
- In:
International review of financial analysis
19
(
2010
)
5
,
pp. 351-357
Persistent link: https://www.econbiz.de/10009272647
Saved in:
2
Risk analysis of hedge funds : a Markov switching model analysis
Teulon, Frédéric
;
Guesmi, Khaled
;
Jebri, Saoussen
- In:
The journal of applied business research
30
(
2014
)
1
,
pp. 243-253
Persistent link: https://www.econbiz.de/10010252063
Saved in:
3
Portfolio optimization in hedge funds by OGARCH and Markov switching model
Luo, Cuicui
;
Seco, Luis
;
Wu, Lin-Liang Bill
- In:
Omega : the international journal of management science
57
(
2015
),
pp. 34-39
Persistent link: https://www.econbiz.de/10011416043
Saved in:
4
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
5
The time-varying spillover effect between WTI crude oil futures returns and hedge funds
Zhang, Yue-jun
;
Wu, Yao-Bin
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 156-169
Persistent link: https://www.econbiz.de/10012205400
Saved in:
6
Hedge funds risk and connectedness
Manicaro, Christian
;
Falzon, Joseph
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 295-316
Persistent link: https://www.econbiz.de/10011741590
Saved in:
7
Hedge fund return, volatility asymmetry, and systemic effects : a higher-moment factor-EGARCH model
Elyasiani, Elyas
;
Mansur, Iqbal
- In:
Journal of financial stability
28
(
2017
),
pp. 49-65
Persistent link: https://www.econbiz.de/10011825507
Saved in:
8
Hedge fund systemic risk signals
Savona, Roberto
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
Saved in:
9
Forecasting hedge fund volatility : a Markov regime-switching approach
Blazsek, Szabolcs
;
Downarowicz, Anna
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 243-275
Persistent link: https://www.econbiz.de/10010243653
Saved in:
10
Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study
Panda, Amrit
;
Deb, Soumya Guha
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574970
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