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  • Search: subject:"SJC copula functions"
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ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Börsenkurs 1 COVID-19 1 Capital income 1 Coronavirus 1 Estimation 1 GJR-GARCH model 1 Impact assessment 1 Kapitaleinkommen 1 Markov chain 1 Markov regime-switching model 1 Markov-Kette 1 Multivariate Verteilung 1 Multivariate distribution 1 SJC copula functions 1 Schätzung 1 Share price 1 Stock market 1 US stock markets 1 USA 1 United States 1 Wirkungsanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Abedin, Mohammad Zoynul 1 Bouteska, Ahmed 1 Sharif, Taimur 1
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Research in international business and finance 1
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COVID-19 and stock returns : evidence from the Markov switching dependence approach
Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: Research in international business and finance 64 (2023), pp. 1-21
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014279046
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