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1997-1998
1
ARCH model
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ARCH-Modell
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Aktienmarkt
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Australia
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Australien
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Beta risk
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Betafaktor
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Betriebsgröße
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Emerging economies
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Estimation
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Kapitaleinkommen
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Lateinamerika
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Brooks, Robert
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Faff, Robert W.
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Fry, Tim R. L.
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Latin American financial markets : developments in financial innovations
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Papers in efficiency, effectiveness and international competitiveness
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ECONIS (ZBW)
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Alternative beta risk estimators in emerging markets : the Latin American case
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Latin American financial markets : developments in …
,
(pp. 329-344)
.
2004
Persistent link: https://www.econbiz.de/10002608146
Saved in:
2
GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
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