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subject:"ARCH-Modell"
~person:"Bellelah, M. O."
~person:"Voev, Valeri"
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ARCH-Modell
ARCH model
4
Beta risk
4
Betafaktor
4
Volatility
4
Volatilität
4
Time series analysis
3
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3
Aktienmarkt
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Equity premium
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Equity premium puzzle
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Equity-Premium-Puzzle
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Bellelah, M. O.
Voev, Valeri
Grassi, Stefano
4
Violante, Francesco
4
Hansen, Peter Reinhard
3
Li, Ming-yuan Leon
3
Lunde, Asger
3
Ben Ameur, Hachmi
2
Choudhry, Taufiq
2
Godeiro, Lucas Lúcio
2
Laurent, Sébastien
2
Maheu, John M.
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McKenzie, Michael D.
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2
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1
Alexeev, Vitali
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Anton, Sorin Gabriel
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Asgharian, Hossein
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Basu, Parantap
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Bekiros, Stelios
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Bellalah, Makram
1
Bellelah, M. A.
1
Ben Slimane, Ikrame
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Benecká, Soňa
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CREATES research paper
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Journal of applied econometrics
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ECONIS (ZBW)
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Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2012
Persistent link: https://www.econbiz.de/10009682612
Saved in:
2
Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.
;
Bellelah, M. O.
;
Ben Ameur, Hachmi
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
Saved in:
3
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008746092
Saved in:
4
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 774-799
Persistent link: https://www.econbiz.de/10010414850
Saved in:
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