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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Erdemlioglu, Deniz"
~person:"Guo, Hui"
~person:"Rangvid, Jesper"
~type:"book"
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Volatilität
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Caporin, Massimiliano
Erdemlioglu, Deniz
Guo, Hui
Rangvid, Jesper
McAleer, Michael
16
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11
Neely, Christopher J.
6
Theodoridis, Konstantinos
6
Österholm, Pär
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3
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3
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2
Asai, Manabu
2
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2
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ECONIS (ZBW)
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1
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
Saved in:
2
Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz
;
Laurent, S´ebastien
;
Neely, …
-
2013
Persistent link: https://www.econbiz.de/10009791133
Saved in:
3
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
4
The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003740047
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
On the cross of conditionally expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
Saved in:
7
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
8
Common stochastic trends in a system of shadow exchange rates
Rangvid, Jesper
;
Sørensen, Carsten
-
1998
Persistent link: https://www.econbiz.de/10000989517
Saved in:
9
Determinants of the implied fundamentals from a target zone
Rangvid, Jesper
;
Sørensen, Carsten
-
1997
Persistent link: https://www.econbiz.de/10000977528
Saved in:
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