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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~subject:"Schätzung"
~subject:"Stock market"
~subject:"USA"
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Volatilität
Schätzung
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Estimation
444
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Brooks, Robert
5
Faff, Robert W.
5
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5
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4
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4
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4
Akhigbe, Aigbe O.
3
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2
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2
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Applied financial economics
Discussion paper series / IZA
2,984
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2,572
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2,292
NBER Working Paper
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1,747
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1,417
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IZA Discussion Paper
1,275
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1,155
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853
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818
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746
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
728
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480
International review of economics & finance : IREF
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Finance research letters
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81
Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Hum, …
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 997-1003
Persistent link: https://www.econbiz.de/10009317447
Saved in:
82
Effect of regulation FD on disclosures of information by firms
Lawrence, Edward R.
;
Karels, Gordon V.
;
Prakash, Arun J.
; …
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 979-996
Persistent link: https://www.econbiz.de/10009317451
Saved in:
83
Value relevance of R&D in the UK after IFRS mandatory implementation
Tsoligkas, F.
;
Tsalavoutas, I.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 957-967
Persistent link: https://www.econbiz.de/10009317455
Saved in:
84
Informal collateral and default risk : do 'Grameen-like' banks work in high-income countries?
Becchetti, Leonardo
;
Garcia, Maria Melody
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 931-947
Persistent link: https://www.econbiz.de/10009317458
Saved in:
85
Comparison of the 'turn-of-the-month' and lunar new year return effects in three Chinese markets : Hong Kong, Shanghai and Shenzhen
McGuinness, Paul B.
;
Harris, Richard D. F.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 917-929
Persistent link: https://www.econbiz.de/10009317460
Saved in:
86
Cross-border bank lending versus FDI in Africa's growth story
Brambila Macias, José
;
Massa, Isabella
;
Murinde, Victor
- In:
Applied financial economics
21
(
2011
)
16/18
,
pp. 1205-1213
Persistent link: https://www.econbiz.de/10009348309
Saved in:
87
Measuring mutual fund asymmetric performance in changing market conditions : evidence from a Bayesian threshold model
Wu, Chih-chiang
- In:
Applied financial economics
21
(
2011
)
16/18
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10009348312
Saved in:
88
Heteroscedasticity and interval effects in estimating beta : UK evidence
Armitage, Seth
;
Brzeszczynski, Janusz
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1525-1538
Persistent link: https://www.econbiz.de/10009356071
Saved in:
89
The constant elasticity of variance model : calibration, test and evidence from the Italian equity market
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1479-1487
Persistent link: https://www.econbiz.de/10009356089
Saved in:
90
Time variation of CAPM betas across market volatility regimes
Abdymomunov, Azamat
;
Morley, James C.
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1463-1478
Persistent link: https://www.econbiz.de/10009356092
Saved in:
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