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subject:"EU-Staaten"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Working paper series / European Central Bank"
~subject:"Nonparametric statistics"
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EU-Staaten
Volatility
Nonparametric statistics
Estimation
258
Schätzung
257
Theorie
103
Theory
103
Time series analysis
72
Zeitreihenanalyse
72
Volatilität
70
Capital income
51
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51
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43
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20
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18
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18
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18
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17
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17
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17
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Chevallier, Julien
2
Gerlach, Richard
2
Sornette, Didier
2
Wehrli, Alexander
2
Wheatley, Spencer
2
Achab, Massil
1
Ahn, Kwangwon
1
Alemany, N.
1
Aragó Manzana, Vicent
1
Asensio, Ivan Oscar
1
Audrino, Francesco
1
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1
Avdulaj, Krenar
1
Bacry, E.
1
Banerjee, Anurag Narayan
1
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1
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1
Baur, Dirk G.
1
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1
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1
Beer, Simone
1
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1
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1
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1
Bianchi, Michele Leonardo
1
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1
Bu, Ruijun
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1
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1
Chi, Xie
1
Choi, Seungmoon
1
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1
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1
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1
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Quantitative finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper series / European Central Bank
Energy economics
154
Finance research letters
142
Economic modelling
136
Journal of econometrics
133
International review of economics & finance : IREF
124
Applied economics
121
Discussion paper / Centre for Economic Policy Research
108
The North American journal of economics and finance : a journal of financial economics studies
89
Economics letters
87
International review of financial analysis
87
Applied economics letters
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Journal of international money and finance
65
Research in international business and finance
64
Journal of international financial markets, institutions & money
59
Journal of banking & finance
57
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52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Discussion papers / CEPR
42
International journal of forecasting
42
International journal of finance & economics : IJFE
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Working paper / National Bureau of Economic Research, Inc.
37
Econometric reviews
33
Empirica : journal of european economics
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
33
The European journal of finance
33
Journal of economic dynamics & control
31
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31
SpringerLink / Bücher
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Pacific-Basin finance journal
29
Emerging markets, finance and trade : EMFT
25
Journal of macroeconomics
25
Journal of financial economics
24
Journal of financial markets
24
European economic review : EER
21
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
21
Macroeconomic dynamics
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ECONIS (ZBW)
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1
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
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2
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
3
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
Saved in:
4
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
5
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
Saved in:
6
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
7
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
8
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
9
Unraveling S&P500 stock volatility and networks : an encoding-and-decoding approach
Wang, Xiaodong
;
Hsieh, Fushing
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10013367879
Saved in:
10
Modeling price clustering in high-frequency prices
Holý, Vladimír
;
Tomanová, Petra
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1649-1663
Persistent link: https://www.econbiz.de/10013367939
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