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~isPartOf:"Journal of applied econometrics"
~subject:"1997-2013"
~subject:"Heteroskedastizität"
~type_genre:"Article in journal"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Kapitalmarktrendite"
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1997-2013
Heteroskedastizität
Capital market returns
7
Kapitalmarktrendite
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Estimation
4
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4
USA
4
United States
4
Volatility
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Electronic trading
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Elektronisches Handelssystem
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Investment Fund
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Kapitalmarkttheorie
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Beare, Brendan K.
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Billé, Anna Gloria
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Catania, Leopoldo
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Noureldin, Diaa
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Schmidt, Lawrence
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Journal of applied econometrics
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The journal of financial research
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The journal of futures markets
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ECONIS (ZBW)
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Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
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2
An empirical test of pricing kernel monotonicity
Beare, Brendan K.
;
Schmidt, Lawrence
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 338-356
Persistent link: https://www.econbiz.de/10011644348
Saved in:
3
Multivariate high-frequency-based volatility (heavy) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 907-933
Persistent link: https://www.econbiz.de/10010219743
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