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accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~language:"eng"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Markov chain
49
Markov-Kette
49
Theorie
29
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29
Volatility
15
Volatilität
15
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14
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14
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Bubbles
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Bec, Frédérique
1
BenSaïda, Ahmed
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Chen, Qian
1
Deng, Kaihua
1
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Endres, Sylvia
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Fiévet, Lucas
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Gerlach, Richard
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Guyon, Julien
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Lekeufack, Jordan
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Sornette, Didier
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Wang, Chao
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Wese Simen, Chardin
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Journal of empirical finance
Quantitative finance
Finance research letters
12
Applied economics
8
Economic modelling
7
International review of financial analysis
7
Energy economics
5
International journal of forecasting
5
Review of quantitative finance and accounting
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics letters
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International journal of emerging markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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Research in international business and finance
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Asia Pacific financial markets
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Computational economics
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DLSU business & economics review
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Global finance journal
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Insurance / Mathematics & economics
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International journal of economics and finance
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International journal of finance & economics : IJFE
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Journal of banking & finance
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Journal of econometrics
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1
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
2
Volatility is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
3
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
4
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
Endres, Sylvia
;
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1727-1740
Persistent link: https://www.econbiz.de/10012194819
Saved in:
5
Stock returns and real growth : A Bayesian nonparametric approach
Yang, Qiao
- In:
Journal of empirical finance
53
(
2019
),
pp. 53-69
Persistent link: https://www.econbiz.de/10012171682
Saved in:
6
Decision trees unearth return sign predictability in the S&P 500
Fiévet, Lucas
;
Sornette, Didier
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1797-1814
Persistent link: https://www.econbiz.de/10012261997
Saved in:
7
A test of asymmetric comovement for state-dependent stock returns
Deng, Kaihua
- In:
Journal of empirical finance
36
(
2016
),
pp. 68-85
Persistent link: https://www.econbiz.de/10011662752
Saved in:
8
Do stock returns rebound after bear markets? : an empirical analysis from five OECD countries
Zeng, Songlin
;
Bec, Frédérique
- In:
Journal of empirical finance
30
(
2015
),
pp. 50-61
Persistent link: https://www.econbiz.de/10011489214
Saved in:
9
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
10
The frequency of regime switching in financial market volatility
BenSaïda, Ahmed
- In:
Journal of empirical finance
32
(
2015
),
pp. 63-79
Persistent link: https://www.econbiz.de/10011556784
Saved in:
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