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type_genre:"Übersichtsarbeit"
subject:"Aktienindex"
~type_genre:"Arbeitspapier"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~isPartOf:"Tübinger Diskussionsbeiträge"
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Aktienindex
Estimation
39
Schätzung
39
Theorie
24
Theory
24
Deutschland
23
Germany
23
Börsenkurs
11
Share price
11
Volatility
7
Volatilität
7
Welt
7
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7
Microeconometrics
6
Mikroökonometrie
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Stock index
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USA
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United States
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Interest rate derivative
5
Zinsderivat
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ARCH model
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ARCH-Modell
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Capital income
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Kapitaleinkommen
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Market microstructure
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Marktmikrostruktur
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ARMA-Modell
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Aktienmarkt
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Exchange rate
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Financial analysis
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Finanzanalyse
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Firm performance
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Handelsvolumen der Börse
3
Innovationswettbewerb
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Preiskonvergenz
3
Price convergence
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Spillover effect
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Baur, Dirk G.
3
Beran, Jan
1
Feng, Yuanhua
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Jung, Robert
1
Nagel, Hartmut
1
Ocker, Dirk
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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CESifo working papers
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8
SFB 649 discussion paper
5
ZEW discussion papers
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Reihe Ökonomie
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Applied financial economics
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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ECONIS (ZBW)
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Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
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2002
Persistent link: https://www.econbiz.de/10001686434
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2
Coexceedances in financial markets : a quantile regression analysis of contagion
Schulze, Niels
;
Baur, Dirk G.
-
2003
Persistent link: https://www.econbiz.de/10013268928
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3
The persistence and asymmetry of time-varying correlations
Baur, Dirk G.
-
2002
Persistent link: https://www.econbiz.de/10013268791
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4
Return and volatility linkages between the US and the German stock market
Baur, Dirk G.
;
Jung, Robert
-
2002
Persistent link: https://www.econbiz.de/10013268929
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5
Volatility of stock market indices : an analysis based on SEMIFAR models
Beran, Jan
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10001387128
Saved in:
6
Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut
;
Schöbel, Rainer
-
1996
Persistent link: https://www.econbiz.de/10000596784
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