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ARCH model
Kapitaleinkommen
41,030
Capital income
40,934
Börsenkurs
13,259
Share price
13,230
Theorie
12,888
Theory
12,830
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7,655
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7,049
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6,840
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6,804
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6,552
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6,527
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6,448
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5,446
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5,339
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5,282
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5,273
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4,751
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3,629
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3,623
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3,496
Welt
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World
3,136
Queueing theory
3,118
Risikoprämie
3,030
Risk premium
3,020
Kapitalmarktrendite
2,967
Capital market returns
2,966
Ankündigungseffekt
2,503
Announcement effect
2,500
ARCH-Modell
2,208
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1,742
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Gupta, Rangan
35
McAleer, Michael
20
Bouri, Elie
19
Chang, Chia-Lin
16
Elyasiani, Elyas
15
Teräsvirta, Timo
15
Bollerslev, Tim
14
Kumar, Dilip
14
Paolella, Marc S.
14
Mansur, Iqbal
12
Ardia, David
11
Chiang, Thomas C.
11
Engle, Robert F.
11
Ma, Feng
11
Haas, Markus
10
Tiwari, Aviral Kumar
10
Brooks, Robert
9
Roengchai Tansuchat
9
Salisu, Afees A.
9
Sheppard, Kevin
9
Zhang, Yaojie
9
Ali, Faek Menla
8
Andersen, Torben
8
Bauwens, Luc
8
Bohl, Martin T.
8
Caporale, Guglielmo Maria
8
Floros, Christos
8
Hoogerheide, Lennart F.
8
Lucas, André
8
Nonejad, Nima
8
Rodriguez, Gabriel
8
Ñíguez, Trino-Manuel
8
Asai, Manabu
7
Chen, Cathy W. S.
7
Christensen, Bent Jesper
7
Faff, Robert W.
7
Mittnik, Stefan
7
Nielsen, Morten Ørregaard
7
Siklos, Pierre L.
7
Spagnolo, Nicola
7
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National Bureau of Economic Research
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Gottfried Wilhelm Leibniz Universität Hannover
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Center for Economic Research <Tilburg>
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Econometrisch Instituut <Rotterdam>
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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Federal Reserve Bank of St. Louis
1
Instituto Valenciano de Investigaciones Económicas
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
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Finance research letters
49
Journal of empirical finance
44
International review of economics & finance : IREF
42
International review of financial analysis
36
The North American journal of economics and finance : a journal of financial economics studies
36
Research in international business and finance
35
Energy economics
34
Journal of international financial markets, institutions & money
34
Economic modelling
33
International journal of forecasting
29
Journal of econometrics
29
Journal of forecasting
29
Journal of banking & finance
26
Applied economics
25
The European journal of finance
25
Applied financial economics
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of risk and financial management : JRFM
19
Pacific-Basin finance journal
18
International journal of economics and finance
17
International journal of finance & economics : IJFE
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of financial econometrics
16
Economics letters
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Review of quantitative finance and accounting
15
Working paper
15
Applied economics letters
14
Computational economics
14
Risks : open access journal
14
Department of Economics working paper series
13
Discussion paper / Tinbergen Institute
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of economics and financial issues : IJEFI
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Financial innovation : FIN
11
Journal of risk
11
Cogent economics & finance
10
Global business review
10
The international journal of business and finance research : IJBFR
10
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ECONIS (ZBW)
2,199
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1
Hedging strategic flexibility in the distribution optimization problem
Lin, Chun-ta
;
Chen, Yee Ming
- In:
Omega : the international journal of management science
37
(
2009
)
4
,
pp. 826-837
Persistent link: https://www.econbiz.de/10003796605
Saved in:
2
An extreme value approach to estimating interest-rate volatility: pricing implications for interest-rate options
Bali, Turan G.
- In:
Management science : journal of the Institute for …
53
(
2007
)
2
,
pp. 323-339
Persistent link: https://www.econbiz.de/10003435740
Saved in:
3
A conditional variance model for daily stock returns in China's emerging stock markets : empirical evidence on the Shanghai and Shenzhen exchanges
Yu, Qiao
- In:
Journal of international financial markets, …
6
(
1996
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001498289
Saved in:
4
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
Saved in:
5
Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben
- In:
Journal of international financial markets, …
5
(
1995
)
2/3
,
pp. 37-52
Persistent link: https://www.econbiz.de/10001507986
Saved in:
6
Heteroscedasticity in stock returns data revisited : volume versus GARCH effects
Omran, M. F.
;
McKenzie, Eddie
- In:
Applied financial economics
10
(
2000
)
5
,
pp. 553-560
Persistent link: https://www.econbiz.de/10001527054
Saved in:
7
Orthogonal GARCH and covariance matrix forecasting in a stress scenario : the Nordic stock markets during the Asian financial crisis 1997 - 1998
Byström, Hans N. E.
-
2000
Persistent link: https://www.econbiz.de/10001529325
Saved in:
8
On the distribution and conditional heteroscedasticity in taiwan stock prices
Lin, Bing-huei
;
Yeh, Shih-Kuo
- In:
Journal of multinational financial management
10
(
2000
)
3/4
,
pp. 367-395
Persistent link: https://www.econbiz.de/10001532707
Saved in:
9
Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns
Tai, Chu-sheng
- In:
Journal of multinational financial management
10
(
2000
)
3/4
,
pp. 397-420
Persistent link: https://www.econbiz.de/10001532710
Saved in:
10
Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini
;
Bera, Anil K.
-
2000
Persistent link: https://www.econbiz.de/10001534272
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