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Share price
Stochastischer Prozess
17,285
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16,839
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13,412
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13,144
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10,058
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9,939
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4,433
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3,020
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3,020
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2,929
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2,696
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2,647
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2,510
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2,482
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1,946
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1,817
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1,801
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1,795
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1,788
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1,634
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1,629
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1,475
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McAleer, Michael
34
Lux, Thomas
17
Stulz, René M.
14
Caporale, Guglielmo Maria
13
Platen, Eckhard
12
Bradley, Daniel
11
Lüders, Erik
11
Tauchen, George Eugene
11
Allen, David E.
10
Kerl, Alexander Gabriel
10
Westerhoff, Frank H.
10
Hafner, Christian M.
9
Hameed, Allaudeen
9
Härdle, Wolfgang
9
Bekaert, Geert
8
Bohl, Martin T.
8
Forbes, Catherine Scipione
8
Gil-Alaña, Luis A.
8
Jiang, George J.
8
Koopman, Siem Jan
8
Maneesoonthorn, Worapree
8
Martin, Gael M.
8
Pierdzioch, Christian
8
Spiwoks, Markus
8
Hoerova, Marie
7
Li, Jia
7
Mandelbrot, Benoît B.
7
Palmon, Dan
7
Ryu, Doojin
7
Tiwari, Aviral Kumar
7
Todorov, Viktor
7
Wong, Wing Keung
7
Yamamoto, Ryuichi
7
Yezegel, Ari
7
Zhao, Wuyang
7
Ziemba, William T.
7
Barunik, Jozef
6
Bauwens, Luc
6
Brooks, Al
6
Chang, Chia-Lin
6
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Christian-Albrechts-Universität zu Kiel
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
OECD
2
Sonderforschung ökonomische und juristische Institutionenanalyse (SOFIA) e.V.
2
AMACOM
1
Eric Cuvillier <Firma>
1
Federal Reserve Bank of St. Louis
1
Institut für Weltwirtschaft
1
Investors Intelligence, Inc
1
Judge Institute of Management Studies
1
Paramon Verlag
1
Russell Sage Foundation
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsgruppe Institutionenanalyse
1
Springer International Publishing
1
Springer-Verlag GmbH
1
University of Canterbury / Dept. of Economics and Finance
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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Finance research letters
47
International review of financial analysis
46
Journal of banking & finance
39
The accounting review : a publication of the American Accounting Association
34
Applied economics
27
Review of quantitative finance and accounting
27
Journal of econometrics
26
Review of accounting studies
25
Pacific-Basin finance journal
24
Management science : journal of the Institute for Operations Research and the Management Sciences
23
International review of economics & finance : IREF
22
Research paper series / Swiss Finance Institute
22
Journal of empirical finance
21
Journal of financial economics
21
The European journal of finance
20
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of finance : the journal of the American Finance Association
20
Journal of accounting & economics
19
Journal of financial and quantitative analysis : JFQA
19
Working paper / National Bureau of Economic Research, Inc.
19
NBER working paper series
18
Discussion paper / Tinbergen Institute
17
Energy economics
17
Journal of risk and financial management : JRFM
17
NBER Working Paper
17
Economic modelling
16
Applied economics letters
15
Journal of business finance & accounting : JBFA
15
Journal of economic dynamics & control
15
Quantitative finance
15
Research in international business and finance
15
Applied financial economics
13
International journal of economics and financial issues : IJEFI
13
International journal of theoretical and applied finance
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Swiss Finance Institute Research Paper
12
Wiley trading series
12
Working paper
12
Accounting and business research : a research quarterly publ. by the Inst. of Chartered Accountants in England and Wales
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Calibration of parametric CAT bonds : a case study of Mexican earthquakes
Härdle, Wolfgang
;
López Cabrera, Brenda
- In:
Schmollers Jahrbuch : journal of contextual economics
128
(
2008
)
4
,
pp. 615-630
Persistent link: https://www.econbiz.de/10003786603
Saved in:
2
Secondary market behavior of European
securitization
Jobst, Andreas A.
-
2009
Persistent link: https://www.econbiz.de/10003835629
Saved in:
3
Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias
;
Kero, Afroditi
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
Saved in:
4
The predictive strength of MBS yield spreads during asset bubbles
Deku, Solomon Y.
;
Kara, Alper
;
Semeyutin, Artur
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 111-142
Persistent link: https://www.econbiz.de/10012432632
Saved in:
5
Pricing Brazilian ABS to trade in the secondary market : benefits from assimilating best pricing practices
Budinger, Vernon H.
;
Wainger, Mark D.
- In:
The journal of structured finance
18
(
2012
)
3
,
pp. 50-61
Persistent link: https://www.econbiz.de/10009681499
Saved in:
6
Can analysts predict rallies better than crashes?
Medovikov, Ivan
- In:
Finance research letters
11
(
2014
)
4
,
pp. 319-325
Persistent link: https://www.econbiz.de/10011300448
Saved in:
7
Non-life insurance-linked securities : risk and pricing analysis
Nowak, Thomas
-
2014
-
1. Aufl.
Persistent link: https://www.econbiz.de/10010414473
Saved in:
8
Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin
-
2011
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009152690
Saved in:
9
What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
48
(
2016
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
Saved in:
10
Analyzing contagion effect in markets during financial crisis using stochastic autoregressive canonical vine model
Goel, Anubha
;
Mehra, Aparna
- In:
Computational economics
53
(
2019
)
3
,
pp. 921-950
Persistent link: https://www.econbiz.de/10012135103
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