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isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"1991-1998"
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1991-1998
Saisonkomponente
25
Seasonal component
25
Theorie
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Theory
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Einheitswurzeltest
10
Unit root test
10
Cointegration
7
Kointegration
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Time series analysis
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Zeitreihenanalyse
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Saisonale Schwankungen
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Seasonal variations
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Estimation theory
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Schätztheorie
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Structural break
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Strukturbruch
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Aktienmarkt
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Estimation
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Nichtparametrisches Verfahren
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Schätzung
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Seasonal unit roots
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Seasonality
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Statistical test
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Statistischer Test
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Stock market
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1970-2008
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1993-2007
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Ankündigungseffekt
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Announcement effect
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Arbeitslosigkeit
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Arbitrage Pricing
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Arbitrage pricing
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Austria
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Autocorrelation
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Journal of banking & finance
Oxford bulletin of economics and statistics
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A note on information seasonality and the disappearance of the weekend effect in the UK stock market
Steeley, James M.
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1941-1956
Persistent link: https://www.econbiz.de/10001608865
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