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subject:"Share price"
subject:"Stock index"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"EU-Staaten"
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Share price
Stock index
EU-Staaten
Estimation
7
Schätzung
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Volatility
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ARCH model
3
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Białkowski, Je̜drzej
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Etebari, Ahmad
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McAleer, Michael
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Oya, Kosuke
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Rea, William
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University of Canterbury / Dept. of Economics and Finance
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127
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Institut für Weltwirtschaft
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Zentrum für Europäische Wirtschaftsforschung
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Springer Fachmedien Wiesbaden
10
International Energy Agency
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve System / Division of Research and Statistics
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Universität Mannheim
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Goethe-Universität Frankfurt am Main
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Institute of European Finance <Bangor, Gwynedd>
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International Monetary Fund
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Shaker Verlag
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University of Reading / Department of Economics
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Verlag Dr. Kovač
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Gottfried Wilhelm Leibniz Universität Hannover
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Kansantaloustieteen Laitos <Tampere>
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
3
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
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