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subject:"Risk"
~institution:"Birkbeck College / Department of Economics"
~subject:"Börsenkurs"
~subject:"Schätztheorie"
~subject:"Share price"
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Risk
Börsenkurs
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Theorie
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Timmermann, Allan
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Sola, Martin
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Gylfi Zoega
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Psaradakis, Zacharias G.
2
Satchell, Stephen
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Bianchi, Marco
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Blake, David
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National Bureau of Economic Research
414
Ekonomiska forskningsinstitutet <Stockholm>
42
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31
European University Institute / Department of Economics
27
Umeå universitet
25
Center for Economic Research <Tilburg>
21
University of New England / Department of Econometrics
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Federal Reserve System / Division of Research and Statistics
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Australian National University / Faculty of Economics and Commerce
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Chambre de commerce et d'industrie de Paris
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Edward Elgar Publishing
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Forschungsinstitut zur Zukunft der Arbeit
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Rodney L. White Center for Financial Research
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Universität Basel / Institut für Statistik und Ökonometrie
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion paper in financial economics : FE
9
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ECONIS (ZBW)
15
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1
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
2
On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.
;
Sola, Martin
-
1997
Persistent link: https://www.econbiz.de/10000956526
Saved in:
3
Hiring and firing : a tale of two thresholds
Booth, Alison L.
;
Chen, Yu-Fu
;
Gylfi Zoega
-
1997
Persistent link: https://www.econbiz.de/10000974601
Saved in:
4
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
5
Hiring-risk and labor market equilibrium
Orszag, Jonathan Michael
;
Gylfi Zoega
-
1995
Persistent link: https://www.econbiz.de/10000924222
Saved in:
6
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
7
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
8
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
Saved in:
9
The short-run performance of initial public offers : new results using a dynamic beta model
Blake, David
;
Freris, Andrew F.
-
1995
Persistent link: https://www.econbiz.de/10000924816
Saved in:
10
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
Saved in:
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