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~institution:"William Davidson Institute <Ann Arbor, Mich.>"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Zeitreihenanalyse
ARCH model
2
ARCH-Modell
2
Time series analysis
2
Aktienmarkt
1
Börsenkurs
1
Capital income
1
Eastern Europe
1
G7 countries
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G7-Staaten
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Heteroscedasticity
1
Heteroskedastizität
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Kapitaleinkommen
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Osteuropa
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Arbeitspapier
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Koubaa, Yosra
1
Koulikov, Dmitri
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Égert, Balázs
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William Davidson Institute <Ann Arbor, Mich.>
Centre for Analytical Finance <Århus>
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Econometrisch Instituut <Rotterdam>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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University of Canterbury / Dept. of Economics and Finance
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Center for Economic Research <Tilburg>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Konjunkturinstitutet <Stockholm>
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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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University of Strathclyde / Department of Economics
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Université de Montréal / Département de sciences économiques
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ECONIS (ZBW)
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Modelling stock returns in the G-7 and in selected CEE economies : a non-linear
GARCH
approach
Égert, Balázs
(
contributor
);
Koubaa, Yosra
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002534418
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2
Modeling sequences of long memory positive weakly stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001875715
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