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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Conrad, Christian"
~person:"Kapetanios, George"
~subject:"Inflation"
~subject:"USA"
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Volatility
Yield curve
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USA
Estimation
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Schätzung
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4
Börsenkurs
3
Share price
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Theorie
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Conrad, Christian
Kapetanios, George
Gupta, Rangan
6
Karanasos, Menelaos
4
Jansen, Dennis W.
3
Nelson, Charles R.
3
Österholm, Pär
3
Baillie, Richard
2
Brooks, Robert
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2
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2
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2
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2
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Economics letters
Journal of empirical finance
Discussion paper series / University of Heidelberg, Department of Economics
8
Working paper
5
Journal of applied econometrics
2
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CESifo working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
2
On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian
;
Stürmer, Karin
;
Rittler, Daniel
- In:
Journal of empirical finance
29
(
2014
),
pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
Saved in:
3
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
4
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
;
Kapetanios, George
- In:
Economics letters
100
(
2008
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10003747500
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