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institution:"Queen Mary College / Department of Economics"
subject:"Volatility"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Nationalekonomiska Institutionen <Lund>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Hedging"
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Volatility
Hedging
Estimation
39
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39
Volatilität
10
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9
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9
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8
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8
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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
Erlandsson, Ulf G.
1
Etebari, Ahmad
1
Fleming, Jeff
1
Giurda, Francesco
1
Graflund, Andreas
1
Ishida, Isao
1
Kapetanios, George
1
Lan Fen Chu
1
Nilsson, Birger
1
Oya, Kosuke
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
Nationalekonomiska Institutionen <Lund>
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
Springer Fachmedien Wiesbaden
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Goethe-Universität Frankfurt am Main
2
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2
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2
International Monetary Fund
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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
Bundesanstalt für Geowissenschaften und Rohstoffe
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1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Deutsches Institut für Wirtschaftsforschung
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Economic Research Forum for the Arab Countries, Iran and Turkey
1
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Les cahiers de recherche / HEC Paris
3
Working paper / Department of Economics, Lund University
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ECONIS (ZBW)
13
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1
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:
2
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:
3
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:
4
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:
5
Regime switches in Swedish interest rates
Erlandsson, Ulf G.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652014
Saved in:
6
Dynamic porfolio selection : the relevance of switching regimes and investment horizon
Graflund, Andreas
(
contributor
);
Nilsson, Birger
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001652031
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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