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Search: subject:"Heteroskedastizität"
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Capital income
Heteroskedastizität
1,247
Heteroscedasticity
1,200
Theorie
470
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467
Estimation theory
456
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449
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305
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299
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281
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275
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238
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231
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Calzolari, Giorgio
3
Fiorentini, Gabriele
3
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3
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2
Arnold, Matthias
2
Dhankar, Raj S.
2
Dovonon, Prosper
2
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2
Harvey, Andrew C.
2
Härdle, Wolfgang
2
Jumah, Adusei
2
Kreiß, Jens-Peter
2
Kumar, Rakesh
2
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2
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2
Milionis, Alexandros E.
2
Narayan, Paresh Kumar
2
Palardy, Joseph
2
Palumbo, Dario
2
Paolella, Marc S.
2
Rauh, Ronald
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Wied, Dominik
2
Allen, David E.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Ejaz, Abdullah
1
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1
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1
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1
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ECONIS (ZBW)
59
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41
All events induce variance : analyzing abnormal returns when effects vary across firms
Harrington, Scott E.
;
Shrider, David G.
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 229-256
Persistent link: https://www.econbiz.de/10003434633
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42
The impact of stock incremental information on the volatility of the Athens stock exchange
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
;
Volis, …
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 413-424
Persistent link: https://www.econbiz.de/10003446057
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43
The price effects of FTSE 100 index revision : what drives the long-term abnormal return reversal?
Mazouz, Khelifa
;
Saadouni, Brahim
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 501-510
Persistent link: https://www.econbiz.de/10003446111
Saved in:
44
Are international stock returns predictable? : An examination of linear and non-linear pridictability using generalized spectral tests
McPherson, Matthew Q.
;
Palardy, Joseph
- In:
Journal of international financial markets, …
17
(
2007
)
5
,
pp. 452-464
Persistent link: https://www.econbiz.de/10003609496
Saved in:
45
Complexity and the character of stock returns : empirical evidence and a model of asset prices based on complex investor learning
Linn, Scott C.
;
Tay, Nicholas S. P.
- In:
Management science : journal of the Institute for …
53
(
2007
)
7
,
pp. 1165-1180
Persistent link: https://www.econbiz.de/10003519375
Saved in:
46
Are international stock returns predictable? : An application of spectral shape tests corrected for heteroskedasticity
McPherson, Matthew Q.
;
Palardy, Joseph
;
Vilasuso, Jon R.
- In:
Journal of economics & business
57
(
2005
)
2
,
pp. 103-118
Persistent link: https://www.econbiz.de/10002767692
Saved in:
47
Correlation coefficients, heteroskedasticity and contagion of financial crises
Yoon, Gawon
- In:
The Manchester School
73
(
2005
)
1
,
pp. 92-100
Persistent link: https://www.econbiz.de/10002556016
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48
The monthly effect in stock returns and conditional heteroscedasticity
Rosenberg, Menahem
- In:
The American economist : journal of Omnicron Delta …
48
(
2004
)
2
,
pp. 67-73
Persistent link: https://www.econbiz.de/10002647004
Saved in:
49
Maximum likelihood estimation and inference in multivariate conditionally heteroscedastic dynamic regression models with student t innovations
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 532-546
Persistent link: https://www.econbiz.de/10001807009
Saved in:
50
The dual contributions of information instruments in return models : magnitude and direction predictability
Korkie, Robert M.
;
Sivakumar, Ranjini
;
Turtle, Harry J.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 511-523
Persistent link: https://www.econbiz.de/10001712017
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