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subject:"Capital income"
subject:"Zeitreihenanalyse"
~institution:"University of Exeter / Department of Economics"
~subject:"Risk"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
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Theorie
105
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9
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9
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7
Schätzung
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Harris, Richard D. F.
4
Abadir, Karim Maher
2
De Meza, David E.
2
Tzavalis, Elias
2
Black, Jane M.
1
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1
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1
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University of Exeter / Department of Economics
National Bureau of Economic Research
578
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Ekonomiska forskningsinstitutet <Stockholm>
54
European University Institute / Department of Economics
46
Centre for Analytical Finance <Århus>
16
Rodney L. White Center for Financial Research
15
Umeå universitet
15
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14
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
12
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10
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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8
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8
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8
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7
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7
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7
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7
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7
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6
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6
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5
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ECONIS (ZBW)
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1
A randomized procedure for choosing data transformation
Corradi, Valentina
;
Swanson, Norman R.
-
2001
Persistent link: https://www.econbiz.de/10001616579
Saved in:
2
The expectations hypothesis of the term structure and time varying risk premia : a panel data approach
Harris, Richard D. F.
-
1998
Persistent link: https://www.econbiz.de/10000998640
Saved in:
3
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
4
Tests of structural stability of risk premia and returns relationships
Karanikas, Evangelos
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980793
Saved in:
5
Analyst optimism and the magnitude of earnings growth
Harris, Richard D. F.
-
1997
Persistent link: https://www.econbiz.de/10000966504
Saved in:
6
Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000966505
Saved in:
7
Irrational analysts' expectations as a cause of excess volatility in stock prices
Bulkley, George
;
Harris, Richard D. F.
-
1996
Persistent link: https://www.econbiz.de/10000943010
Saved in:
8
Collateral, heterogeneity in risk attitude and the credit market equilibrium
Coco, Giuseppe
-
1996
Persistent link: https://www.econbiz.de/10000958178
Saved in:
9
The borrower's curse : optimism, finance and entrepreneurship
De Meza, David E.
;
Southey, Clive
-
1995
Persistent link: https://www.econbiz.de/10000912742
Saved in:
10
Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher
;
Hadri, Kaddour
-
1995
Persistent link: https://www.econbiz.de/10000939685
Saved in:
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