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subject:"ARCH-Modell"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of risk finance : the convergence of financial products and insurance"
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ARCH-Modell
Beta risk
10
Betafaktor
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Börsenkurs
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high-frequency data
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Journal of financial econometrics
Journal of risk finance : the convergence of financial products and insurance
Journal of international financial markets, institutions & money
4
International review of economics & finance : IREF
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The European journal of finance
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Acta oeconomica : periodical of the Hungarian Academy of Sciences
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Business research : an illustrative guide to practical methodological applications in selected case studies
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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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CEIS Working Paper
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Decision making and risk/return optimization in financial economics
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Department of Economics discussion paper series / University of Oxford
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Economic modelling
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Emerging markets : identification, new developments and investments
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European journal of operational research : EJOR
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Global COE Hi-Stat discussion paper series
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IES working paper
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IIMB management review
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International Journal of Financial Studies : open access journal
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International journal of accounting and finance
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International journal of applied business and economic research
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International journal of economic policy in emerging economies
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International journal of economics and finance
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International journal of financial engineering
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International journal of financial research
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International journal of strategic property management
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Japan and the world economy : international journal of theory and policy
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Journal of applied econometrics
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Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
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2
Nonparametric dynamic conditional beta
Maheu, John M.
;
Zamenjani, Azam Shamsi
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 583-613
Persistent link: https://www.econbiz.de/10012654975
Saved in:
3
Factor high-frequency-based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10012054425
Saved in:
4
Time-varying beta during the 2008 financial crisis : evidence from North America and Western Europe
Ben Slimane, Ikrame
;
Bellalah, Makram
;
Rjiba, Hatem
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
4
,
pp. 398-431
Persistent link: https://www.econbiz.de/10011782717
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