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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~person:"Anderson, Heather M."
~person:"Benth, Fred Espen"
~person:"Bremus, Franziska"
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Schock
Volatilität
Estimation
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Schätzung
4
Volatility
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Bank
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Theorie
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Theory
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Analysis of variance
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Bank market structure
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Bank risk
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Basel Accord
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Basler Akkord
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Betriebsgröße
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Börsenkurs
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Capital regulation
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Cojumps
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Commodity derivative
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Correlation
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Electric power industry
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Electricity
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Elektrizität
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Elektrizitätswirtschaft
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Financial openness
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Firm size
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First-high-low-last price
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Anderson, Heather M.
Benth, Fred Espen
Bremus, Franziska
Prokopczuk, Marcel
4
Wese Simen, Chardin
3
Hautsch, Nikolaus
2
Li, Junye
2
Akdeniz, Levent
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Altay-Salih, Aslihan
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Alter, Adrian
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Andreou, Panayiotis C.
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Annaert, Jan
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Beine, Michel
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Berger, Tino
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Bianchi, Robert
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Bohl, Martin T.
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Bomfim, Antúlio N.
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Chen, Shikuan
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Chen, Sipeng
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Journal of banking & finance
DIW Berlin Discussion Paper
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Energy economics
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IWH-Diskussionspapiere
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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NBER working paper series
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ECONIS (ZBW)
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The nexus between loan portfolio size and volatility : Does bank capital regulation matter?
Bremus, Franziska
;
Ludolph, Melina
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012820567
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2
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
3
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
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