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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~person:"DeSantis, Mark"
~person:"El Ghouch, Anouar"
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Kapitaleinkommen
Capital income
2
Estimation
2
Schätzung
2
Volatility
2
Volatilität
2
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1
Behavioural finance
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Bernstein copula density
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Dividend–price ratio
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Estimation theory
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Exchange rate
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Exchange rates
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Exchange-traded funds
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Index derivative
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Indexderivat
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Kausalanalyse
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Liquidity stock returns
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Local bootstrap
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Nonlinear dynamics
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Nonlinear regression
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Nonparametric estimation
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Schätztheorie
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Share price
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DeSantis, Mark
El Ghouch, Anouar
Todorov, Viktor
8
Bollerslev, Tim
5
Andersen, Torben
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Li, Jia
2
Li, Yingying
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Andreou, Elena
1
Asai, Manabu
1
Bakalli, Gaetan
1
Bandi, Federico M.
1
Bekaert, Geert
1
Bibinger, Markus
1
Bonomo, Marco Antonio
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Cederburg, Scott
1
Chan, Thomas W. C.
1
Chen, Rui
1
Choi, Yongok
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Chu, Amanda M. Y.
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Crato, Nuno
1
DeLima, Pedro J. F.
1
Demetrescu, Matei
1
Dhaene, Geert
1
Duong, Diep
1
Ergemen, Yunus Emre
1
Fan, Jianqing
1
Francq, Christian
1
Fulop, Andras
1
Garcia, René
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Journal of econometrics
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ECONIS (ZBW)
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1
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
2
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
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