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~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"Zeitreihenanalyse"
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Search: subject:"conditional heteroscedasticity"
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Zeitreihenanalyse
ARCH model
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ARCH-Modell
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Capital income
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Financial market
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Finanzmarkt
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Kapitaleinkommen
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Volatility
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Asset Pricing
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Kapitalmarktforschung
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Long Memory
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Risikoprämie
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Dierkes, Maik
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Nguyen, Duc Binh Benno
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Gottfried Wilhelm Leibniz Universität Hannover
Centre for Analytical Finance <Århus>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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Econometrisch Instituut <Rotterdam>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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National Bureau of Economic Research
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University of Canterbury / Dept. of Economics and Finance
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Fachhochschule Stralsund / Fachbereich Wirtschaft
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International Center for Financial Asset Management and Engineering
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International Workshop on Statistics and Finance <1999, Hongkong>
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Konjunkturinstitutet <Stockholm>
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
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Shakai-Keizai-Kenkyūsho <Osaka>
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Springer Fachmedien Wiesbaden
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
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2018
Persistent link: https://www.econbiz.de/10012173996
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