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Dimpfl, Thomas's
Scholarly Papers
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Total Downloads
1,144 |
Total
Citations
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1.
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Dimpfl, Thomas University of Tuebingen - Department of Statistics and Econometrics Jank, Stephan Frankfurt School of Finance & Management gemeinnützige GmbH
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10 Oct 11
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17 Oct 12
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547
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realized volatility, forecasting, investor behavior, limited attention, noise trader, search engine data
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Baur, Dirk G. University of Technology, Sydney (UTS) - School of Finance and Economics Dimpfl, Thomas University of Tuebingen - Department of Statistics and Econometrics Jung, Robert University of Hohenheim - Institute of Economics
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20 Dec 11
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09 Oct 12
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264
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stock return distribution, quantile autoregression, overreaction and underreaction
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3.
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Peter, Franziska J. Eberhard Karls Universität Tübingen Dimpfl, Thomas University of Tuebingen - Department of Statistics and Econometrics Huergo, Luis affiliation not provided to SSRN
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29 Sep 10
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19 Sep 11
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171
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CDS, entropy, information flow, non-linear dynamics, price discovery
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Baur, Dirk G. University of Technology, Sydney (UTS) - School of Finance and Economics Dimpfl, Thomas University of Tuebingen - Department of Statistics and Econometrics
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81
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quantile autoregression (QAR), return autocorrelation, investor behavior, momentum, underreaction, financial crisis
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Dimpfl, Thomas University of Tuebingen - Department of Statistics and Econometrics
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81
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Cointegration, Random Walk, International Financial Markets
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Dimpfl, Thomas University of Tuebingen - Department of Statistics and Econometrics
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17 Feb 09
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18 Oct 11
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event study, news impact, spillover, volatility, price discovery
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7.
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Dimpfl, Thomas University of Tuebingen - Department of Statistics and Econometrics Jung, Robert University of Hohenheim - Institute of Economics
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19 Jul 07
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Last Revised:
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07 Oct 11
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Spillovers, Index Futures, Realized Volatility, Structural VAR model, HAR-RV model
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Records 1 -
7
of 7 matches
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