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~subject:"Zeitreihenanalyse"
~subject:"ARCH model"
~person:"Lönnbark, Carl"
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Zeitreihenanalyse
ARCH model
ARCH-Modell
4
Aktienindex
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Risikomaß
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Risk measure
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Stock index
4
Capital market returns
3
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Börsenkurs
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Finanzmarkt
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GARCH
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Risk prediction
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Lönnbark, Carl
Gil-Alaña, Luis A.
15
Caporale, Guglielmo Maria
14
Allen, David E.
10
McAleer, Michael
9
Gupta, Rangan
7
Jondeau, Eric
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Rockinger, Michael
7
Lux, Thomas
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Wu, Jianbin
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Ajmi, Ahdi Noomen
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Blazsek, Szabolcs
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Franses, Philip Hans
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Härdle, Wolfgang
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Jeribi, Ahmed
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Li, Youwei
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Linton, Oliver
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Liu, Hung-Chun
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Nasr, Adnen Ben
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Nielsen, Morten Ørregaard
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Qiao, Gaoxiu
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Raaij, Gabriela de
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Raunig, Burkhard
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Sattarhoff, Cristina
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Sharma, Prateek
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Weber, Enzo
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Yang, Minxian
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Zhu, Jie
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Aragó, Vicent
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Bhattacharya, Basabi
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Umeå economic studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009577582
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2
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627332
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3
Occurrence of long and short term asymmetry in stock market volatilities
Lönnbark, Carl
-
2012
Persistent link: https://www.econbiz.de/10009627333
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4
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
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