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type_genre:"Working Paper"
~person:"Dragun, Kirill"
~person:"Groenewold, Nicolaas"
~subject:"Time series analysis"
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Search: subject_exact:"Beta-Faktor"
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Time series analysis
Beta risk
2
Betafaktor
2
Zeitreihenanalyse
2
1973-1998
1
Aktienindex
1
Analysis of variance
1
Australia
1
Australien
1
Börsenkurs
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CAPM
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Capital income
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Correlation
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ETF
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Estimation
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Estimation theory
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High-frequency data
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Index derivative
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Index tracking
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Indexderivat
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Industrie
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Kapitaleinkommen
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Korrelation
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Localized Hayashi-Yoshida
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Manufacturing industries
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Market microstructure
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Marktmikrostruktur
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Portfolio selection
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Portfolio-Management
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Schätztheorie
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Share price
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Stock index
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Varianzanalyse
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Volatility
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Volatilität
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asynchronicity
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realized covariances
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stock-ETF beta
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English
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Dragun, Kirill
Groenewold, Nicolaas
Grassi, Stefano
3
Violante, Francesco
3
Caivano, Michele
2
Hansen, Peter Reinhard
2
Harvey, Andrew C.
2
Lunde, Asger
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Voev, Valeri
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Barnes, Michelle L.
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Becker, Janis
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Boudt, Kris
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Caporale, Guglielmo Maria
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Fraser, Patricia
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Gil-Alaña, Luis A.
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Hautsch, Nikolaus
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Hollstein, Fabian
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Härdle, Wolfgang
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Kalnina, Ilze
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Liao, Yuan
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Martin-Valmayor, Miguel
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Menzly, Lior
1
Pigorsch, Uta
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Prokopczuk, Marcel
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Reiß, Markus
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Santos, Tano
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Sauri, Orimar
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Sibbertsen, Philipp
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Tauchen, George Eugene
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Todorov, Viktor
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Vanduffel, Steven
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Yang, Xiye
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Discussion paper / Department of Economics, The University of Western Australia
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Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
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ECONIS (ZBW)
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Beta-adjusted covariance estimation
Boudt, Kris
;
Dragun, Kirill
;
Sauri, Orimar
;
Vanduffel, …
-
2021
Persistent link: https://www.econbiz.de/10012432948
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2
Forecasting beta : how well does the "five-year rule of thumb" do?
Groenewold, Nicolaas
;
Fraser, Patricia
-
1999
Persistent link: https://www.econbiz.de/10001374842
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