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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"International review of financial analysis"
~person:"Agarwalla, Sobhesh Kumar"
~person:"Degiannakis, Stavros"
~type_genre:"Article in journal"
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Volatility
Yield curve
Estimation
4
Schätzung
4
Volatilität
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ARCH model
3
ARCH-Modell
3
Aktienmarkt
2
Börsenkurs
2
Capital income
2
Expected shortfall
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Forecasting model
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Kapitaleinkommen
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Prognoseverfahren
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Risk measure
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Share price
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Stock market
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Value-at-risk
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Volatility forecasting
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Aktienindex
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Auction
1
Auction theory
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Auktion
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Auktionstheorie
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Basel Accord
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Basel II
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Basel III
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Basler Akkord
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Call auction
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Conditional volatility
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Efficient market hypothesis
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Effizienzmarkthypothese
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Emerging economies
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Agarwalla, Sobhesh Kumar
Degiannakis, Stavros
Audrino, Francesco
2
Bouri, Elie
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Fabozzi, Frank J.
2
Fang, Victor
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Floros, Christos
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Gong, Xue
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1
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1
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Alexiou, Constantinos
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1
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Discussion paper
International review of financial analysis
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2
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International journal of forecasting
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Operational research : an international journal
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ECONIS (ZBW)
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1
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
2
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
3
Impact of the introduction of call auction on price discovery : evidence from the Indian stock market using high-frequency data
Agarwalla, Sobhesh Kumar
;
Jacob, Joshy
;
Pandey, Ajay
- In:
International review of financial analysis
39
(
2015
),
pp. 167-178
Persistent link: https://www.econbiz.de/10011573174
Saved in:
4
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
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