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subject:"Schock"
subject:"Volatilität"
~isPartOf:"The European journal of finance"
~person:"Balcilar, Mehmet"
~person:"Bonaccolto, G."
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Schock
Volatilität
Estimation
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Schätzung
2
Volatility
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Aktienmarkt
1
Börsenkurs
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CAPM
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G7 countries
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cross-sectional jump diffusion
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multiple co-jumps
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nonparametric causality-in-quantiles test
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terror attacks
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Balcilar, Mehmet
Bonaccolto, G.
Copeland, Laurence S.
3
Ap Gwilym, Owain
2
Gupta, Rangan
2
Koutmos, Gregory
2
Pierdzioch, Christian
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Abhyankar, Abhay
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Alireza Zarei
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Dias, José G.
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The European journal of finance
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Department of Economics working paper series
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Empirica : journal of european economics
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Energy economics
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Finance research letters
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Journal of economics and finance
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Journal of international financial markets, institutions & money
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Journal of multinational financial management
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Open economies review
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Research in international business and finance
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Structural change and economic dynamics : SC+ED
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
Saved in:
2
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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