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subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper"
~person:"Christiansen, Charlotte"
~person:"Kim, Kun Ho"
~subject:"Großbritannien"
~subject:"Prognoseverfahren"
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Volatility
Großbritannien
Prognoseverfahren
Estimation
6
Schätzung
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Volatilität
5
Capital income
3
Kapitaleinkommen
3
Regression analysis
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Regressionsanalyse
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Correlation
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Realized stock-bond correlation
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Christiansen, Charlotte
Kim, Kun Ho
McAleer, Michael
16
Mumtaz, Haroon
11
Neely, Christopher J.
8
Kapetanios, George
7
Chang, Chia-Lin
5
Engsted, Tom
5
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5
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5
Cipollini, Andrea
4
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4
Österholm, Pär
4
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3
Guo, Hui
3
Karanasos, Menelaos
3
Kiss, Tamás
3
Nguyen, Hoang
3
Rangvid, Jesper
3
Tzavalis, Elias
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Wang, Yudong
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Allen, David E.
2
Amburgey, Aaron
2
Asai, Manabu
2
Białkowski, Je̜drzej
2
Blazsek, Szabolcs
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Bénassy-Quéré, Agnès
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Clark, Todd E.
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Conrad, Christian
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Dijk, Dick van
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Erdemlioglu, Deniz
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Franses, Philip Hans
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Gourier, Elise
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Hafner, Christian M.
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Journal of empirical finance
Working paper
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2
Han gug gae bal yeon gu
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
Capital asset pricing model : a time-varying volatility approach
Kim, Kun Ho
;
Kim, Taejin
- In:
Journal of empirical finance
37
(
2016
),
pp. 268-281
Persistent link: https://www.econbiz.de/10011663058
Saved in:
2
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
3
Quantiles of the realized stock-bond correlation and links to the macroeconomy
Aslanidis, Nektarios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
28
(
2014
),
pp. 321-331
Persistent link: https://www.econbiz.de/10011285626
Saved in:
4
Smooth transition patterns in the realized stock-bond correlation
Aslanidis, Nekatrios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 454-464
Persistent link: https://www.econbiz.de/10009615670
Saved in:
5
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
-
2002
Persistent link: https://www.econbiz.de/10001721479
Saved in:
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