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~subject:"Volatilität"
~isPartOf:"ECON PhD dissertations"
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Volatilität
Capital market returns
5
Kapitalmarktrendite
5
Volatility
3
Dividend
2
Dividende
2
Electronic trading
2
Elektronisches Handelssystem
2
Financial market
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Finanzmarkt
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Forecasting model
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Prognoseverfahren
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Theorie
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Theory
2
ARCH model
1
ARCH-Modell
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Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
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Business cycle
1
Financial econometrics
1
Finanzmarktökonometrie
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Konjunktur
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Risiko
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Risikomaß
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Risikoprämie
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Risk
1
Risk measure
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Risk premium
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Schock
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Securities trading
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Shock
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Speculation
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Spekulation
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Stock market
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VAR model
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VAR-Modell
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Wertpapierhandel
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Acosta, Silvana
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Bodilsen, Simon
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Thyrsgaard, Martin
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ECON PhD dissertations
The journal of futures markets
19
Econometric Institute research papers
18
Discussion paper / Tinbergen Institute
17
Journal of financial and quantitative analysis : JFQA
15
Energy economics
13
Working paper / National Bureau of Economic Research, Inc.
11
NBER working paper series
9
Finance research letters
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Journal of banking & finance
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NBER Working Paper
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Applied economics
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International review of financial analysis
7
Journal of financial economics
7
Pacific-Basin finance journal
7
Discussion paper / Centre for Economic Policy Research
6
International review of finance
6
Journal of international financial markets, institutions & money
6
Journal of risk and financial management : JRFM
6
The journal of finance : the journal of the American Finance Association
6
The review of financial studies
6
Working paper
6
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
5
International review of economics & finance : IREF
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The North American journal of economics and finance : a journal of financial economics studies
5
Economic modelling
4
Economics letters
4
Finance India : the quarterly journal of Indian Institute of Finance
4
International Journal of Energy Economics and Policy : IJEEP
4
Research in international business and finance
4
Review of asset pricing studies
4
CESifo working papers
3
Cambridge working papers in economics
3
Discussion paper / LSE Financial Markets Group
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of applied econometrics
3
Journal of econometrics
3
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
3
Quantitative finance
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ECONIS (ZBW)
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Volatility modeling with high-frequency data and news announcements
Bodilsen, Simon
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2019
-
This version: May 28, 2019
Persistent link: https://www.econbiz.de/10012519411
Saved in:
2
Intraday phenomena in financial markets
Thyrsgaard, Martin
-
2019
Persistent link: https://www.econbiz.de/10012519528
Saved in:
3
Econometric analysis of spot variances, covariances and correlations
Acosta, Silvana
-
2018
Persistent link: https://www.econbiz.de/10011947759
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