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subject:"Arbeitslosigkeit"
~isPartOf:"International review of financial analysis"
~person:"Allen, D. E."
~person:"Fabozzi, Frank J."
~subject:"Kapitaleinkommen"
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Arbeitslosigkeit
Kapitaleinkommen
Capital income
3
Estimation
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Schätzung
3
Volatility
2
Volatilität
2
1977-1992
1
ARCH model
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ARCH-Modell
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Aktienmarkt
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Betafaktor
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CAPM
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Duration-dependent Markov switching models
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Hidden Markov models
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Jump diffusion model
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Malay Peninsula
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Malaya
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Markov chain
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Markov-Kette
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Mixed GARCH
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Modellierung
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Momentum
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Allen, D. E.
Fabozzi, Frank J.
Kim, Jae H.
3
Ma, Feng
3
Zaremba, Adam
3
Al-Khazali, Osamah
2
Bouri, Elie
2
Bredin, Donal
2
Charles, Amélie
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Chortareas, Georgios E.
2
Cipollini, Andrea
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Darné, Olivier
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Ferrer, Román
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Gabauer, David
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Gong, Xue
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Hammoudeh, Shawkat
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Naeem, Muhammad Abubakr
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Nonejad, Nima
2
Pierdzioch, Christian
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Salisu, Afees A.
2
Sitara Karim
2
Smith, Simon C.
2
Wohar, Mark E.
2
Wu, Eliza
2
Yarovaya, Larisa
2
Zhang, Yaojie
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Abad Díaz, David
1
Abrar, Afsheen
1
Agarwalla, Sobhesh Kumar
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Aharon, David Y.
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Al-Faryan, Mamdouh Abdulaziz Saleh
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Ali, Md Hakim
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Andreu, Laura
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International review of financial analysis
Working paper series in economics
2
Applied economics
1
Emerging markets review
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International journal of finance & economics : IJFE
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
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2
The role of jump dynamics in the risk-return relationship
Arshanapalli, Bala Gangadhar
;
Fabozzi, Frank J.
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010244955
Saved in:
3
Determinants of the cross-section of stock returns in the Malaysian stock market
Allen, D. E.
;
Cleary, F.
- In:
International review of financial analysis
7
(
1998
)
3
,
pp. 253-275
Persistent link: https://www.econbiz.de/10001356604
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