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institution:"Queen Mary College / Department of Economics"
subject:"Volatility"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Goethe-Universität Frankfurt am Main"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~subject:"Hedging"
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Volatility
Hedging
Estimation
41
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41
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12
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10
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McAleer, Michael
4
Asai, Manabu
1
Białkowski, Je̜drzej
1
Briys, Eric
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Cipollini, Andrea
1
Crouhy, Michel
1
Dumas, Bernard
1
Etebari, Ahmad
1
Fleming, Jeff
1
Giurda, Francesco
1
Ishida, Isao
1
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1
Lan Fen Chu
1
Nöh, Lukas
1
Oya, Kosuke
1
Panz, Sven
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Rockinger, Michael
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Schlesinger, Harris
1
Tzavalis, Elias
1
Urga, Giovanni
1
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1
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1
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Queen Mary College / Department of Economics
Chambre de commerce et d'industrie de Paris
Goethe-Universität Frankfurt am Main
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
84
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Institut für Weltwirtschaft
6
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
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2
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2
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2
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2
European University Institute / Department of Economics
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
13
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1
Risk management in financial markets
Panz, Sven
-
2020
Persistent link: https://www.econbiz.de/10012254516
Saved in:
2
Sovereign debt, maturities, and risk management
Nöh, Lukas
-
2019
Persistent link: https://www.econbiz.de/10012151217
Saved in:
3
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
4
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
5
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
6
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
7
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
8
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
9
Is the currency risk priced in equity markets?
Giurda, Francesco
(
contributor
);
Tzavalis, Elias
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
Saved in:
10
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
Saved in:
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