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type_genre:"Article in journal"
~person:"Andersen, Torben"
~person:"Caporale, Guglielmo Maria"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Multi-volume publication"
~type_genre:"Reprint"
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Volatilität
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74
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74
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34
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34
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28
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28
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24
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Andersen, Torben
Caporale, Guglielmo Maria
Gupta, Rangan
31
Heckman, James J.
27
Bollerslev, Tim
26
McAleer, Michael
24
Chavas, Jean-Paul
22
Diebold, Francis X.
21
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19
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19
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18
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18
Acemoglu, Daron
17
Christiano, Lawrence J.
17
Engle, Robert F.
17
Franses, Philip Hans
17
Uri, Noel Dean
17
Bekaert, Geert
16
Caballero, Ricardo J.
16
Ferson, Wayne E.
16
Hall, Robert Ernest
16
Lansing, Kevin J.
16
MacDonald, Ronald
16
Asai, Manabu
15
Aït-Sahalia, Yacine
15
Eichenbaum, Martin S.
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Ghysels, Eric
15
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15
Slottje, Daniel Jonathan
15
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Lo, Andrew W.
14
Longstaff, Francis A.
14
Miceli, Thomas J.
14
Wright, Jonathan H.
14
Wu, Chunchi
14
Attanasio, Orazio P.
13
Cheng, T. C. E.
13
Koopman, Siem Jan
13
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13
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Economic modelling
3
Journal of econometrics
3
Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
35
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
3
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
4
Searching for inefficiencies in exchange rate dynamics
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
49
(
2017
)
3
,
pp. 405-432
Persistent link: https://www.econbiz.de/10011762118
Saved in:
5
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
6
Persistence and cycles in US hours worked
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 504-511
Persistent link: https://www.econbiz.de/10010418982
Saved in:
7
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 23-30
Persistent link: https://www.econbiz.de/10009507857
Saved in:
8
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
9
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1079-1081
Persistent link: https://www.econbiz.de/10008699280
Saved in:
10
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
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