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subject:"Börsenkurs"
subject:"Stock market"
~institution:"Birkbeck College / Department of Economics"
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre"
~institution:"University of Cambridge / Faculty of Economics"
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Börsenkurs
Stock market
Estimation theory
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Birkbeck College / Department of Economics
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
University of Cambridge / Faculty of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
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School of Finance and Business Economics <Perth, Western Australia>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10002808714
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2
Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
Lux, Thomas
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781208
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3
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
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4
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000924807
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5
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
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1994
Persistent link: https://www.econbiz.de/10000924812
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