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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Caporin, Massimiliano"
~person:"Gil-Alaña, Luis A."
~subject:"Share price"
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Volatility
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Caporin, Massimiliano
Gil-Alaña, Luis A.
Garcia, René
4
Almeida, Caio
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Ardison, Kym
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Ghysels, Eric
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Narayan, Paresh Kumar
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
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Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
2
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Saved in:
3
Volatility threshold dynamic conditional correlations : an international analysis
Kasch-Haroutounian, Maria
;
Caporin, Massimiliano
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 706-742
Persistent link: https://www.econbiz.de/10010233862
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