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subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of forecasting"
~person:"Hautsch, Nikolaus"
~person:"Härdle, Wolfgang"
~subject:"EU-Staaten"
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Volatilität
EU-Staaten
Estimation
6
Schätzung
6
Volatility
5
Theorie
4
Theory
4
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
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2
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Aktienmarkt
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Bid-ask spread
2
Forecasting model
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Hautsch, Nikolaus
Härdle, Wolfgang
Prokopczuk, Marcel
4
Wese Simen, Chardin
3
Li, Junye
2
Liao, Yin
2
Veredas, David
2
Wang, Yudong
2
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Basse, Tobias
1
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1
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1
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1
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1
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1
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1
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1
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Journal of banking & finance
Journal of forecasting
SFB 649 discussion paper
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Applied quantitative finance
4
CFS working paper series
4
Discussion papers of interdisciplinary research project 373
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CoFE discussion papers
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Discussion paper
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European finance review : the official journal of the European Finance Association
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Review of derivatives research
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The European journal of finance
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ECONIS (ZBW)
5
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1
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
2
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
Saved in:
3
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
4
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
5
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
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