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subject:"Share price"
subject:"World"
~isPartOf:"Forecasting volatility in the financial markets"
~subject:"United Kingdom"
~subject:"United States"
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Knight, John L.
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Satchell, Stephen
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Forecasting volatility in the financial markets
Applied quantitative finance
10
Handbuch Alternative Investments ; Bd. 1
8
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
8
Development and underdevelopment : the political economy of global inequality
7
Global trade analysis : modeling and applications
7
The Oxford handbook of the economics of peace and conflict
7
The interrelationship between financial and energy markets
7
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
6
Information systems outsourcing : enduring themes, new perspectives and global challenges ; with 71 tables
6
New trends in macroeconomics : with 38 tables
6
The economic consequences of global terrorism
6
Focus on economic growth and productivity
5
International mergers and aquisitions activity since 1990 : recent research and quantitative analysis
5
Market risk and financial markets modeling
5
Modern perspectives on the gold standard
5
Openness and growth : proceedings of the Bank of England Academic Conference on the Relationship Between Openness and Growth in the United Kingdom, September 15th, 1997
5
Recent advances in estimating nonlinear models : with applications in economics and finance
5
The global structure of financial markets : an overview
5
Trade policy issues and empirical analysis : [papers from a conference held by the National Bureau of Economic Research in Cambridge, Mass., Feb. 13 - 14, 1987]
5
Transparency and governance in a global world
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Advances in business cycle research : with application to the French and US economies
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Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
4
Agglomeration economics : [includes proceedings of the National Bureau of Economic Research conference, held in 2007]
4
Applied regional growth and innovation models
4
Applying Kernel and nonparametric estimation to economic topics
4
East European transition and EU enlargement : a quantitative approach ; with 105 tables
4
Economic growth issues
4
Energy economics and financial markets
4
Equilibrium exchange rates
4
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
4
European Monetary Union, emerging markets and econometric issues in international finance
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Exchange rate economics : where do we stand?
4
Exchange rate policy in Europe
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Family business
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Innovation, growth and competitiveness : dynamic regions in the knowledge-based world economy
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Measuring capital in the new economy
4
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
4
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
4
Schools and the equal opportunity problem
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1
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
2
A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices
Cornish, Rob
- In:
Forecasting volatility in the financial markets
,
(pp. 73-100)
.
2007
Persistent link: https://www.econbiz.de/10003872850
Saved in:
3
GARCH predictions and the predictions of option prices
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 279-294)
.
2007
Persistent link: https://www.econbiz.de/10003872994
Saved in:
4
An econometric model of downside risk
Bond, Shaun A.
- In:
Forecasting volatility in the financial markets
,
(pp. 301-331)
.
2007
Persistent link: https://www.econbiz.de/10003873001
Saved in:
5
Variations in the mean and volatility of stock returns around turning points of the business cycle
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Forecasting volatility in the financial markets
,
(pp. 333-350)
.
2007
Persistent link: https://www.econbiz.de/10003873006
Saved in:
6
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 365-389)
.
2007
Persistent link: https://www.econbiz.de/10003873026
Saved in:
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