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  • Search: subject:"impulse response function and variance decomposition analysis"
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Subject
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Börsenkurs 1 Capital income 1 Causality analysis 1 Decomposition method 1 Dekompositionsverfahren 1 Estimation 1 GCBEW (Granger Causality/Block Exogeneity Wald tests) 1 Handelsvolumen der Börse 1 Kapitaleinkommen 1 Kausalanalyse 1 Schätzung 1 Share price 1 Theorie 1 Theory 1 Time series analysis 1 Trading volume 1 VAR (vector auto regression) 1 VAR model 1 VAR-Modell 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 impulse response function and variance decomposition analysis 1 trading volume 1
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Type of publication
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
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Assan, Azhar 1 Thomas, Sony 1
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Investment management and financial innovations 1
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ECONIS (ZBW) 1
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Stock returns and trading volume : does size matter?
Assan, Azhar; Thomas, Sony - In: Investment management and financial innovations 10 (2013) 3, pp. 76-88
Persistent link: https://www.econbiz.de/10010201507
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