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subject:"Volatilität"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The European journal of finance"
~person:"Choudhry, Taufiq"
~subject:"Stock market"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Volatilität
Stock market
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Zeitreihenanalyse
Estimation
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ARCH model
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ARCH-Modell
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ARFIMA
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Commodity derivative
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forecasting
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forward premium
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Choudhry, Taufiq
Caporin, Massimiliano
3
Copeland, Laurence S.
3
Gupta, Rangan
3
Koutmos, Gregory
3
Solibakke, Per Bjarte
3
Tiwari, Aviral Kumar
3
Ali, Shoaib
2
Allen, David E.
2
Ap Gwilym, Owain
2
Bhatti, Muhammad Ishaq
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2
Charemza, Wojciech
2
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Panopulu, Aikaterinē
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2
Pierdzioch, Christian
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Tippett, Mark
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Yousaf, Imran
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Zalewska-Mitura, Anna
2
Zhang, Jin E.
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Zhang, Yuanyuan
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Journal of risk and financial management : JRFM
The European journal of finance
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1
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International journal of banking, accounting and finance : IJBAAF
1
Journal of economic studies
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ECONIS (ZBW)
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Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
Saved in:
2
The long memory of the forward premium during the 1920s’ float : evidence from the European foreign exchange market
Choudhry, Taufiq
- In:
The European journal of finance
19
(
2013
)
9/10
,
pp. 964-977
Persistent link: https://www.econbiz.de/10010245643
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