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~language:"eng"
~language:"rus"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Article"
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Kapitaleinkommen
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99
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90
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80
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75
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73
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64
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63
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59
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58
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58
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54
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53
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Gil-Alaña, Luis A.
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Liang, Chao
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Brussels European and Global Economic Laboratory
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Cambridge-Maastricht Symposium <2, 2001, Cambridge>
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Conference on Realized Volatility <2006, Montréal>
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European Economic Association
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HFDF <2, 1998, Zürich>
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ECONIS (ZBW)
38,188
EconStor
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Abnormal stock returns of Greek banks during COVID-19 : an event study
Patsoulis, Patroklos
- In:
Applied economics letters
31
(
2024
)
9
,
pp. 788-793
Persistent link: https://www.econbiz.de/10014557875
Saved in:
3
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
4
Accounting for upper limits on returns from conservation investments in risk diversification strategies
Kang, Nawon
;
Sims, Charles
;
Armsworth, Paul R.
;
Mingie, …
- In:
Journal of agricultural and resource economics : JARE ; …
49
(
2024
)
2
,
pp. 332-349
Persistent link: https://www.econbiz.de/10015053848
Saved in:
5
Actively managed equity mutual funds in emerging markets
González, Michael
;
Astaíza-Gómez, José Gabriel
; …
- In:
Research in international business and finance
72
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10015064203
Saved in:
6
Activity of informed traders and stock returns
Hsu, CheChun
- In:
Managerial finance
50
(
2024
)
5
,
pp. 908-919
Persistent link: https://www.econbiz.de/10015049150
Saved in:
7
Adaptive testing for alphas in high-dimensional factor pricing models
Xia, Qiang
;
Zhang, Xianyang
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 640-653
Persistent link: https://www.econbiz.de/10015053435
Saved in:
8
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
Saved in:
9
African forex markets : modeling their predictability and the asymmetric effects of oil and geopolitical risk
Huang, Shoujun
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
Energy economics
136
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015046944
Saved in:
10
Agricultural commodities market reaction to COVID-19
Iuga, Iulia Cristina
;
Mudakkar, Syeda Rabab
;
Dragolea, …
- In:
Research in international business and finance
69
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015052826
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