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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Financial Institutions Center"
~person:"Bollerslev, Tim"
~person:"Caporale, Guglielmo Maria"
~person:"Mills, Terence C."
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Capital income
Zeitreihenanalyse
Kapitaleinkommen
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Statistical distribution
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Statistische Verteilung
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Theorie
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Theory
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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Bollerslev, Tim
Caporale, Guglielmo Maria
Mills, Terence C.
Diebold, Francis X.
3
Andersen, Torben
2
Ebens, Heiko
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Hahn, Jinyong
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Financial Institutions Center
CESifo working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
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The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
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2000
Persistent link: https://www.econbiz.de/10001476423
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2
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
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