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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial markets"
~person:"Lee, Suzanne S."
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Volatilität
Capital income
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Estimation
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Kapitaleinkommen
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Schätzung
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Volatility
2
Aktienmarkt
1
Börsenkurs
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CAPM
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Cross-section of stock returns
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Currency speculation
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Devisenmarkt
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Estimation theory
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Exchange rate
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Forecasting model
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Foreign exchange market
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General jump regression
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High-frequency exchange rate data
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Idiosyncratic jump risk
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Idiosyncratic risk decomposition
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Jump prediction
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Jump-robust carry trade
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Portfolio selection
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Portfolio-Management
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Preference for large gains
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
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Risiko
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Risk
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Risk premium
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Schätztheorie
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Lee, Suzanne S.
Xuan Vinh Vo
4
Brooks, Robert
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Gupta, Rangan
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Yin, Libo
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Balcilar, Mehmet
2
Caporin, Massimiliano
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Chang, Chia-Lin
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Do, Hung Xuan
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Kang, Sang Hoon
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Malik, Farooq
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Mensi, Walid
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Pierdzioch, Christian
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Wang, Yudong
2
Xu, Weiju
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Abakah, Emmanuel Joel Aikins
1
Aboura, Sofiane
1
Akanni, Lateef O.
1
Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Alexeev, Vitali
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Alsubaiei, Bader Jawid
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Andersen, Torben
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Asai, Manabu
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International review of economics & finance : IREF
Journal of financial markets
Journal of financial economics
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ECONIS (ZBW)
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The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
2
Tales of tails : jumps in currency markets
Lee, Suzanne S.
;
Wang, Minho
- In:
Journal of financial markets
48
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012631807
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