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subject:"Börsenkurs"
subject:"Announcement effect"
~type_genre:"Graue Literatur"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
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Börsenkurs
Announcement effect
Estimation
18
Schätzung
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Deutschland
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Germany
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Theorie
11
Theory
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Share price
7
Interest rate derivative
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Zinsderivat
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Microeconometrics
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Mikroökonometrie
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Welt
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Aktienindex
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Duration analysis
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USA
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Gerhard, Frank
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Hautsch, Nikolaus
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Beran, Jan
2
Hess, Dieter
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Feng, Yuanhua
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Working paper / National Bureau of Economic Research, Inc.
97
Discussion paper / Centre for Economic Policy Research
54
CESifo working papers
52
Discussion paper / Tinbergen Institute
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SFB 649 discussion paper
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Working paper
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CFS working paper series
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Research paper series / Swiss Finance Institute
24
Kiel working paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Finance and economics discussion series
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Cambridge working papers in economics
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Discussion papers of interdisciplinary research project 373
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Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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School of Accounting, Finance and Economics & FEMARC working paper series
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Staff reports / Federal Reserve Bank of New York
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Swiss Finance Institute Research Paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper series
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ECONIS (ZBW)
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The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus
;
Hess, Dieter
-
2002
Persistent link: https://www.econbiz.de/10001683737
Saved in:
2
Pricing of cap-interest rates based on renewal processes
Beran, Jan
;
Ocker, Dirk
-
2002
Persistent link: https://www.econbiz.de/10001686422
Saved in:
3
Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686434
Saved in:
4
Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank
-
2000
Persistent link: https://www.econbiz.de/10013436039
Saved in:
5
Volatility estimation on the basis of price intensities
Gerhard, Frank
;
Hautsch, Nikolaus
-
1999
Persistent link: https://www.econbiz.de/10001447119
Saved in:
6
SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices
Beran, Jan
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001387141
Saved in:
7
What a difference a day makes : on the common market microstructure of trading days
Gerhard, Frank
;
Hess, Dieter
;
Pohlmeier, Winfried
-
1998
Persistent link: https://www.econbiz.de/10001378683
Saved in:
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