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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Asai, Manabu"
~person:"Brou, Jean Marcelin Bosson"
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Kapitaleinkommen
ARCH model
2
ARCH-Modell
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Börsenkurs
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Capital income
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Estimation
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Markov chain
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Trading volume
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abnormal trading volume
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conditional volatility
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diamond Price volatility
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intraday returns
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posterior odds ratio
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stock returns
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threshold quantile model with GARCH effects
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Asai, Manabu
Brou, Jean Marcelin Bosson
Gupta, Rangan
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Kanas, Angelos
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McMillan, David G.
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Salisu, Afees A.
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Wohar, Mark E.
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Dong, Manh Cuong
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Doğan, Buhari
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Drakos, Anastassios A.
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International journal of finance & economics : IJFE
Discussion paper / Tinbergen Institute
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International journal of forecasting
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International review of economics & finance : IREF
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ECONIS (ZBW)
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Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
2
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
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